Strongly Elliptic Systems and Boundary Integral Equations by William McLean PDF

Strongly Elliptic Systems and Boundary Integral Equations
Partial differential equations provide mathematical models of many important

problems in the physical sciences and engineering. This book treats one class
of such equations, concentrating on methods involving the use of surface po-
tentials. It provides the first detailed exposition of the mathematical theory of
boundary integral equations of the first kind on non-smooth domains. Included
are chapters on three specific examples: the Laplace equation, the Helmholtz
equation and the equations of linear elasticity.
The book is designed to provide an ideal preparation for studying the modern
research literature on boundary element methods.
Dr. McLean received his PhD from the Australian National University, and is
currently a Senior Lecturer in Applied Mathematics at the University of New
South Wales.
Strongly Elliptic Systems
and Boundary Integral
Equations
WILLIAM McLEAN
University of New South Wales
AMBRIDGE
UNIVERSITY PRESS
PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE
The Pitt Building, Trumpington Street, Cambridge, United Kingdom
CAMBRIDGE UNIVERSITY PRESS

The Edinburgh Building, Cambridge CB2 2RU, UK http://www.cup.cam.ac.uk
40 West 20th Street, New York, NY 10011-4211, USA http://www.cup.org
10 Stamford Road, Oakleigh, Melbourne 3166, Australia
Ruiz de Alarc6n 13, 28014 Madrid, Spain
© Cambridge University Press 2000
This book is in copyright. Subject to statutory exception

and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without
the written permission of Cambridge University Press.
First published 2000
Printed in the United States of America
Typeface Times Roman 10/13 pt. System l TEX2e [TB]
A catalog record for this book is available from the British Library.
Library of Congress Cataloging in Publication Data

McLean, William Charles Hector, 1960-
Strongly elliptic systems and boundary integral equations /
William McLean.
p. cm.
Includes index.
ISBN 0-521-66332-6 (hc.). - ISBN 0-521-66375-X (pbk.)
1. Differential equations, Elliptic. 2. Boundary element methods.
1. Title.
QA377.M3227 2000
515'.353 - dc2l 99-30938
CIP
ISBN 0 521 66332 6 hardback
ISBN 0 521 66375 X paperback
To Meg
Contents
Preface page xi
1. Introduction 1
Exercises 15
2. Abstract Linear Equations 17

The Kernel and Image 18
Duality 20
Compactness 27
Fredholm Operators 32
Hilbert Spaces 38
Coercivity 42
Elementary Spectral Theory 45
Exercises 52
3. Sobolev Spaces 57-

Convolution 58
Differentiation 61
Schwartz Distributions 64
Fourier Transforms 69
Sobolev Spaces - First Definition 73
Sobolev Spaces - Second Definition 75
Equivalence of the Norms 79
Localisation and Changes of Coordinates 83
Density and Imbedding Theorems 85
Lipschitz Domains 89
Sobolev Spaces on the Boundary 96
The Trace Operator 100
Vector-Valued Functions 106
Exercises 107
vii
viii Contents
4. Strongly Elliptic Systems

The First and Second Green Identities
Strongly Elliptic Operators
Boundary Value Problems
Regularity of Solutions
The Transmission Property
Estimates for the Steklov-Poincare Operator
Exercises
5. Homogeneous Distributions
Finite-Part Integrals
Extension from R" \ {01 to ll8"
Fourier Transforms
Change of Variables
Finite-Part Integrals on Surfaces
Exercises
6. Surface Potentials
Parametrices
Fundamental Solutions
The Third Green Identity
Jump Relations and Mapping Properties
Duality Relations
Exercises
7. Boundary Integral Equations
Operators on the Boundary
Integral Representations
The Dirichlet Problem
The Neumann Problem
Mixed Boundary Conditions
Exterior Problems
Regularity Theory
Exercises
8. The Laplace Equation
Spherical Harmonics
Behaviour at Infinity
Solvability for the Dirichlet Problem
Solvability for the Neumann Problem
Exercises
Contents ix
9. The Helmholtz Equation 276

Separation of Variables 277
The Sommerfeld Radiation Condition 280
Uniqueness and Existence of Solutions 286
A Boundary Integral Identity 289
Exercises 293
10. Linear Elasticity 296

Korn's Inequality 297
Fundamental Solutions 299
Uniqueness Results 301
Exercises 305
Appendix A. Extension Operators for Sobolev Spaces 309

Exercises 315
Appendix B. Interpolation Spaces 317

The K-Method 318
The J-Method 321
Interpolation of Sobolev Spaces 329
Exercises 333
Appendix C. Further Properties of Spherical Harmonics 334

Exercises 338
References 341
Index 347
Index of Notation 353
Preface
The study of integral equations in connection with elliptic boundary value

problems has a long history, during which a variety of approaches has emerged.
Rather than attempt a broad survey, I have chosen to pursue in detail just one
approach, in which both the differential and integral formulations of a given
boundary value problem are viewed abstractly as linear equations involving a
bounded operator from a Hilbert space into its dual. The decisive property of
this operator is that its associated sesquilinear form is positive and bounded
below, apart perhaps from a compact perturbation.
In the classical Fredholm method, the solvability of the Dirichlet and
Neumann problems is proved by reformulating them as integral equations of
the second kind. Here, we effectively reverse this strategy, deriving key prop-
erties of the boundary integral equations from previously established results
for the associated partial differential equations. Moreover, our approach leads
to Fredholm integral equations of the first kind. The theory of such first-kind
integral equations can be traced back to Gauss (see Chapter 1), and developed
into the form presented here during the 1970s, in the work of Nedelec and
Planchard [74], [76]; Le Roux [56], [57], [58]; and Hsiao and Wendland [42].
Those authors were all studying Galerkin boundary element methods, and al
though this book does not deal at all with numerical techniques, it is written
very much from the perspective of a numerical analyst.
A major difficulty in a work such as this is the large amount of background
material needed to present the main topics. Aware that readers differ in their
prior knowledge, I have tried to adopt a middle path between, on the one hand,
writing a textbook on functional analysis, distributions and function spaces, and
on the other hand just stating, without proof or exposition, a litany of definitions
and theorems. The result is that more than one-third of the text is made up of
what might be considered technical preliminaries. My hope is that the book will
be suitable for someone interested in finite or boundary element methods who
xi
xii Preface
wants a deeper understanding of the relevant non-numerical theory. I have aimed
to keep the exposition as simple, concise and self-contained as possible, while at
the same time avoiding assumptions that would be unrealistic for applications.
Thus, I felt it essential to allow non-smooth domains, to consider systems and
not just scalar equations, and to treat mixed boundary conditions.
Here is an outline of the contents.
Chapter 1 has two purposes. Firstly, it attempts to sketch the early history of
the ideas from which the theory of this book developed. Secondly, it serves to
introduce those ideas in an informal way, and to acquaint the reader with some
of the notation used later.
The second chapter presents topics from linear functional analysis that are
immediately relevant to what follows. I assume that the reader is already fa-
miliar with elementary facts about the topology of normed spaces, and of a
few fundamental, deeper results such as the open mapping theorem and the
Hahn-Banach theorem.
Chapter 3 develops the theory of Sobolev spaces on Lipschitz domains. After
a quick treatment of distributions and Fourier transforms, we study in detail
fractional- and negative-order spaces based on L2. These spaces play an essen-
tial role in nearly all of the subsequent theory.
In Chapter 4, we begin our investigations of elliptic systems. A key tool is
the first Green identity, used to arrive at the abstract (weak) formulation of
a boundary value problem mentioned above. The centrepiece of the chapter
is the Fredholm alternative for the mixed Dirichlet and Neumann problem
on a bounded Lipschitz domain. We go on to prove some standard results on
regularity of solutions, including the transmission property. The final section
of the chapter proves some difficult estimates of Ne6as [72] that relate the
H I -norm of the trace of a solution to the L2-norm of its conormal derivative.
These estimates are used later when showing that, even for general Lipschitz
domains, the basic mapping properties of the surface potentials and boundary
integral operators hold in a range of Sobolev spaces.
Chapter 5 is something of a technical digression on homogeneous distri-
butions. As well as dealing with standard material such as the calculation of
Fourier transforms, we include results from the thesis of Kieser [48], including
the change-of-variables formula for finite-part integrals.
Chapters 6 and 7 form the heart of the book. Here, we study potentials and
boundary integral operators associated with a strongly elliptic system of partial
differential equations. Our overall approach is essentially that of Costabel [14],
allowing us to handle Lipschitz domains. The first part of Chapter 6 deals
with parametrices and fundamental solutions, and uses the results of Chapter 5.
We then prove the third Green identity, and establish the main properties of the
Preface xiii
single- and double-layer potentials, including the familiar jump relations. Chap-
ter 7 derives the boundary integral equations for the Dirichlet, Neumann and
mixed problems, treating interior as well as exterior problems. The Fredholm
alternative for the various boundary integral equations is established by showing
positive-definiteness up to a compact perturbation, a property that is intimately
related to the strong ellipticity of the associated partial differential operator.
Chapters 8-10 treat three of the simplest and most important examples of
elliptic operators. For these specific cases, we can refine the general theory
in certain respects. Chapter 8 deals with the Laplace equation, and includes
a few classical topics such as spherical harmonics and capacity. Chapter 9
deals with the Helmholtz (or reduced wave) equation, and Chapter 10 gives a
brief treatment of the linearised equilibrium equations for a homogeneous and
isotropic elastic medium.
The book concludes with three appendices. The first of these proves
Calder6n's extension theorem for Sobolev spaces on Lipschitz domains, in-
cluding the fractional-order case. The second gives a rapid but self-contained
treatment of interpolation spaces and establishes the interpolation properties
of Sobolev spaces on Lipschitz domains. The third proves a few facts about
spherical harmonics.
At the end of each chapter and appendix is a set of exercises. These are of
various types. Some are simple technical lemmas or routine calculations used
at one or more points in the main text. Others present explicit solutions or
examples, intended to help give a better feeling for the general theory. A few
extend results in the text, or introduce related topics.
Some mention of what I have not covered also seems in order.
Many books treat Fredholm integral equations of the second kind. Well-
known older texts include Kellogg [45] and Giinter [35], and we also mention
Smirnov [95] and Mikhlin [65, Chapter 18]. Problems on non-smooth domains
are treated by Kral [49] and Burago and Maz'ya [6], using methods from ge-
ometric measure theory, and by Verchota [ 102] and Kenig [46], [47] using
harmonic analysis techniques. Works oriented towards numerical analysis in-
clude Kress [50], Hackbusch [36] and Atkinson [3]. Boundary value problems
can also be reformulated as Cauchy singular integral equations, as in the pio-
neering work by Muskhelishvili [71 ]; for a modem approach, see Gohberg and
Krupnik [28] or Mikhlin and Pr6l3dorf [66].
Even for boundary integral equations of the first kind, the material pre-
sented in this book is by no means exhaustive. For instance, Costabel and
Wendland [ 15] have generalised the approach used here to higher-order strongly
elliptic equations. One can also study boundary integral equations as special
cases of pseudodifferential equations; see, e.g., Chazarain and Piriou [10]. We
xiv Preface
make contact with the theory of pseudodifferential operators on several occa-
sions, but do not attempt a systematic account of this topic. Other significant
matters not treated include the LP theory for p # 2, various alternative bound-
ary conditions, especially non-linear ones, and a detailed study of the dominant
singularities in a solution at corner points or edges of the domain.
During the period I have worked on this book, the Australian Research
Council has provided support for a number of related research projects. I thank
David Elliott for reading an early draft of the complete manuscript and making
a number of helpful suggestions. I also thank Werner Ricker and Jari Brandts for
the care with which they read through later versions of some of the chapters.
Alan McIntosh and Marius Mitrea helped me negotiate relevant parts of the
harmonic analysis literature. Visits to Mark Ainsworth at Leicester University,
U.K., to Youngmok Jeon at Ajou University, Korea, and to the Mittag-Leffler
Institute, Stockholm, provided valuable opportunities to work without the usual
distractions, and made it possible for me to complete the book sooner than would
otherwise have been the case. Needless to say, I am also indebted to many other
people, who helped by suggesting references, discussing technical questions,
and passing on their knowledge through seminars.
Sydney,
December 1998
1
Introduction
The theory of elliptic partial differential equations has its origins in the eight-
eenth century, and the present chapter outlines a few of the most important
historical developments up to the beginning of the twentieth century. We con-
centrate on those topics that will play an important role in the main part of the
book, and change the notation of the original authors, wherever necessary, to
achieve consistency with what comes later. Such a brief account cannot pre-
tend to be a balanced historical survey, but this chapter should at least serve to
introduce the main ideas of the book in a readable manner.
To limit subsequent interruptions, we fix some notational conventions at the
outset. Let n denote a bounded, open subset of W (where n = 2 or 3 in this chap-
ter), and assume that the boundary r = 80 is sufficiently regular for the outward
unit normal v and the element of surface area dcr to make sense. Given a function
u defined on S2, we denote the normal derivative by a,,u or au/8v. Sometimes
we shall work with both the interior and the exterior domains (see Figure 1)
SZ-=S2 and S2+=R'\(S2-U11),

in which case, if the function u is defined on S2}, we write
y±u(x) = lim u(y) and

y-+z,yES2t
av u (x) = lim v (x) grad u (y) for x E F,
whenever these limits exist. The Euclidean norm of x E 1R" is denoted by Ix I.

The prototype of an elliptic partial differential equation is Au = 0, where A
denotes the Laplace operator (or Laplacian), defined, in n dimensions, by
11
a2 tc
Au(x) _ L (1.1)
/-t 8x
1
2 Introduction
Figure 1. Interior and exterior domains n- and S2+ with boundary r.
When Au = 0 on 0, we say that the function u is harmonic on Q. In two dimen-

sions, there is a close connection between the Laplace equation and complex-
analytic functions. Indeed, u + iv is differentiable as a function of the complex
variable xl + ix2 if and only if u and v satisfy the Cauchy-Riemann equations,
au - av
and
au av
(1.2)
ax, ax2 ax2 ax,
in which case Du = 0 = Av and we say that u and v are conjugate harmonic

functions.
The pair of equations (1.2) appeared in Jean-le-Rond d'Alembert's Essai
d'une Nouvelle Theorie de la Resistance des Fluides, published in 1752. At
around the same time, Leonhard Euler derived the equations of motion for an
irrotational fluid in three dimensions. He showed that the fluid velocity has the
form grad u, and that for a steady flow the velocity potential satisfies Au = 0.
This work of d'Alembert and Euler is discussed by Truesdell [100]; see also
Dauben [ 18, p. 3111.
In 1774, Joseph-Louis Lagrange won the Prix de 1'Academie Royale des
Sciences for a paper [51] on the motion of the moon; see also [30, pp. 478-479,
1049]. This paper drew attention to two functions that later came to be known
as the fundamental solution,
G(x, y) = 1 for x, y E R3 and x # y, (1.3)

4n 1x -yl
and the Newtonian potential,
u(x) = I G(x, y) f(y) dy. (1.4)

J
Up to an appropriate constant of proportionality, G(x, y) is the gravitational
Introduction 3
potential at x due to a unit point mass at y, and thus u is the gravitational

potential due to a continuous mass distribution with density f. The Coulomb
force law in electrostatics has the same inverse-square form as Newton's law
of gravitational attraction. Thus, u also describes the electrostatic potential due
to a charge distribution with density f ; mathematically, the only change is that
f may be negative.
In a paper of 1782 entitled Thiorie des attractions des sphiroides et de
la figure des planetes, Pierre Simon de Laplace observed that the Newtonian
potential (1.4) satisfies Au = 0 outside the support of f, writing Du in spherical
polar coordinates. Later, in a paper of 1787 on the rings of Saturn, he gave the
same result in Cartesian and cylindrical coordinates. Birkhoff and Merzbach
[7, pp. 335-338] give English translations of relevant excerpts from these two
works.
By transforming to polar coordinates centred at x, i.e., by using the substitu-
tion y = x + pw where p = Iy -x 1, it is easy to see that the Newtonian potential
(1.4) makes sense even if x lies within the support of f , because dy = p2 d p dw.
However, the second partial derivatives of G are 0(p-3), and this singularity
is too strong to allow a direct calculation of Au by simply differentiating under
the integral sign. In fact, it turns out that
-Au =f
everywhere on R3, an equation derived by Simeon-Denis Poisson [7, pp. 342-
346) in 1813; see Exercise 1.1 for the special case when f is radially symmetric.
Poisson made other important contributions to potential theory. A paper
[18, p. 360] of 1812 dealt with the distribution of electric charge on a con-
ductor Q. In equilibrium, mutual repulsion causes all of the charge to reside on
the surface r of the conducting body, and r is an equipotential surface. The
electrical potential at x E R3 due to a charge distribution with surface density
* on r is given by the integral
SL*(x) = G(x, y)f(y)day, (1.5)

J'
so SL / is constant on r if Mfr is the equilibrium distribution. The function
SL * is known as the single-layer potential with density *, and satisfies the
Laplace equation on the complement of 1, i.e., on S2+ U S2-. Although SL *
is continuous everywhere, Poisson found that its normal derivative has a jump
discontinuity:
8v SL*-8: SL r=-,/r onr. (1.6)
Exercise 1.2 proves an easy special case of this result.

4 Introduction
A further stimulus to the study of the Laplace equation was Jean-Baptiste-
Joseph Fourier's theory of heat diffusion. In 1807, he published a short note
containing the heat equation,
au
--aAu=0,
at
where u = u(x, t) is the temperature at position x and, time t, and a > 0

is the thermal conductivity (here assumed constant). For a body S2 in thermal
equilibrium, au/at = 0, so if one knows the temperature distribution g on the
bounding surface r, then one can determine the temperature distribution u in
the interior by solving the boundary value problem
Au=0 onQ,
(1.7)
u=g on 1.
This problem later became known as the Dirichlet problem, and for particular,
simple choices of 0, Fourier constructed solutions using.separation of variables;
see [7, pp. 132-138]. His book, Theorie analytique de la chaleur, was published
in 1822.
In 1828, George Green published An Essay on the Application of Mathemati-
cal Analysis to the Theories of Electricity and Magnetism [31], [33, pp. 1-115];
an extract appears in [7, pp. 347-358]. In his introduction, Green discusses
previous work by other authors including Poisson, and writes that
although many of the artifices employed in the works before mentioned are remarkable
for their elegance, it is easy to see they are adapted only to particular objects, and that
some general method, capable of being employed in every case, is still wanting.
Green's "general method" was based on his two integral identities:
1 grad udx=J wavdcr - Jew/udx (1.8)
and
(wAu - uAw) dx = (w au - u av dQ, (1.9)

In J
where u and w are arbitrary, sufficiently regular functions. Using (1.9) with
Introduction 5
w(y) = G(x, y), he obtained a third identity,
u(x) 1 G(x, y)Au(y) dy - fr u(y) a-G(x, y) day

Jsz av,,
au
+ G(x, y) (y) day for x E Q. (1.10)
Jr ev
Actually, Green derived a more general result, showing that (1.10) is valid when
G (x, y) is replaced by a function of the form
Gr(x, y) = G(x, y) + V (x, y),
where V is any smooth function satisfying Ay V (x, y) = 0 for x, y E Q. In

other words, Gr(x, y) has the same singular behaviour as G(x, y) when y = x,
and satisfies AyGr(x, y) = 0 for y # x. Green gave a heuristic argument
for the existence of a unique such Gr satisfying Gr(x, y) = 0 for all y E I':
physically, Gr(x, y) represents the electrostatic potential at y due to a point
charge at x when I' is an earthed conductor. This particular Gr became known
as the Green's function for the domain 0, and yields an integral representation
formula for the solution of the Dirichlet problem (1.7),
u(x) = - g(y) aav Gr(x, y) day for x E 0. (1.11)

J
In practice, finding an explicit formula for Or is possible only for very simple
domains. For instance, if St is the open ball with radius r > 0 centred at the
origin, then
1 1 r
Gr(x, y) =
4irIx - yl 47r IxIIx= - yl
where xO = (r/Ix1)2x is the image of x under a reflection in the sphere 1'. In

this case, the integral (1.1 l) is given by
u(x)= 1 g(y)r'-Ix1Zday forIxI <r,

47rr flyl=r Ix - y13
a formula obtained by Poisson [18, p. 360] in 1813 by a different method.

Green also used (1.10) to derive a kind of converse to the jump relation (1.6),
by showing that if a function u satifies the Laplace equation on S2+ U Q , is
continuous everywhere and decays appropriately at infinity, then u = SL i,
where l'=-(avu-avu).
6 Introduction
Green's Essay did not begin to become widely known until 1845, when
William Thomson (Lord Kelvin) introduced it to Joseph Liouville in Paris [99,
pp. 113-121]. Eventually, Thomson had the work published in three parts dur-
ing 1850-1854 in Crelle's Journal fair die reine and angewandte Mathematik
[31].
Meanwhile, Poisson and others continued to apply the method of separa-
tion of variables to a variety of physical problems. A key step in many such
calculations is to solve a two-point boundary value problem with a parameter
),>0,
(adu
-d
dx dx
I +(b-Xw)u=0 forO<x < 1,
du
- mou =0 at x =0, (1.12)
dx
du
dx
-m1u=0 atx=1,
where a, b and w are known real-valued functions of x such that a > 0 and
w > 0, and where mo and m 1 are known constants (possibly oo, in which case
the boundary condition is to be interpreted as u = 0). The main features of the
problem (1.12) can be seen in the simplest example: a = w = 1 and b = 0.
The general solution of the differential equation is then a linear combination of
sin(/x) and cos('Jx), and the boundary conditions imply that the solution is
identically zero unless the parameter X satisfies a certain transcendental equation
having a sequence of positive solutions X1 < X2 < A3 < ... with Xj -+ oo. In
the general case, the number Aj was subsequently called an eigenvalue for the
problem, and any corresponding, non-trivial solution u = Oj of the differential
equation was called an eigenfunction. For the special case a = w = 1, Poisson
showed in 1826 that eigenfunctions corresponding to distinct eigenvalues are
orthogonal, i.e.,
I OJ(x)4k(x)w(x) dx = 0 if X O Ak,
and that all eigenvalues are real; see [62, p. 433]. A much deeper analysis was
given by Charles Francois Sturm in 1836, who established many important prop-
erties of the eigenfunctions, as well as proving the existence of infinitely many
eigenvalues. Building on Sturm's work, Liouville showed in two papers from
1 836 and 1837 that an arbitrary function f could be expanded in a generalised
Introduction 7
Fourier series,
00
fo Oj (x) f (x)w(x) dx
f (x) = E cj¢j (x), where c; _
i_i f0 oj(x)2w(x) dx
thereby justifying many applications of the method of separation of variables.

Excerpts from the papers of Sturm and Liouville are reproduced in [7, pp. 258-
281]; see also [62, Chapter X].
Carl Friedrich Gauss wrote a long paper [26] on potential theory in 1839;
see also [7, pp. 358-361] and Liitzen [62, pp. 583-586]. He re-derived many
of Poisson's results, including (1.6), using more rigorous arguments, and was
apparently unaware of Green's work. Gauss sought to find, for an arbitrary
conductor 0, the equilibrium charge distribution with total charge M, i.e., in
mathematical terms, he sought to find a function * whose single-layer potential
SL * is constant on IF, subject to the constraint that fr * do = M. Introducing
an arbitrary function g, he considered the quadratic functional
Jg (0) = f(Sq5 - 2g)¢ do,,
where So = y+ SL 0 = y- SL 0 denotes the boundary values of the single-

layer potential, or, explicitly,
SO (x) = f r
G(x, y)cp(y)dar for x E F.
In the case g = 0, the quantity Jg(4)) has a physical meaning: it is proportional

to the self-energy of the charge distribution 0; see Kellogg [45, pp. 79-80].
One easily sees that Jg (¢) is bounded below for all 0 in the class VM of
functions satisfying fr 4) dv = M and 0 ? 0 on T. Also, Jg(0 + BO) _
Jg (0) + S Jg + O (S4)02), where the first variation of Jg is given by
BJg = BJg(0, Scp) = 2 fr (S¢ - g) 30 do,.
Suppose that the minimum value of Jg over the class VM is achieved when
0 = 4/r. It follows that SJg (>/r, SO) = 0 for all Ski satisfying fr BO dQ = 0
and * + S4) > 0 on I', and therefore Si/r - g is constant on any component
of r where * > 0. Gauss showed that if g = 0, then Mfr > 0 everywhere
on I', and thus deduced the existence of an equilibrium potential from the
existence of a minimiser for Jo. He also showed that this minimiser is unique,
8 Introduction
and gave an argument for the existence of a solution 'i/i to the boundary integral
equation
S>/i = g on I'. (1.13)
The single-layer potential of this +/i is the solution of the Dirichlet problem for
the Laplace equation, i.e., u = SL i/r satisfies (1.7).
In a series of papers from 1845 to 1846, Liouville studied the single-layer
potential when I' is an ellipsoid, solving the integral equation (1.13) by adapting
his earlier work on the eigenvalue problem (1.12). Let w be the equilibrium
density for T, normalised so that Sw = 1. Liouville showed that if I' is an
ellipsoid, then
S(wi/rj)=ji i/rj forj=1,2,3,...,

where the i/rj are Lame functions, and the , are certain constants satisfying
AI /L2?µ3?...>0 withpj -40 as j -;oo.

He established the orthogonality property
f 1fj (x)*trk(x)w(x) doix = 0 for j # k,
and concluded that the solution of (1.13) is
i/r(x) = w(x) cj *j W, where c j - fr'lr'

fr
(x)g(x)w(x) dax
i=1
*j (x)2w(x) dvx
In his unpublished notebooks (described in [62, Chapter XV]) Liouville went

a considerable distance towards generalising these results to the case of an
arbitrary surface r, inventing in the process the Rayleigh-Ritz procedure for
finding the eigenvalues and eigenfunctions, 20 years before Rayleigh [97] and
60 years before Ritz [98].
During the 1840s, Thomson and Peter Gustav Lejeune Dirichlet separately
advanced another type of existence argument [7, pp. 379-387] that became
widely known on account of its use by Riemann in his theory of complex
analytic functions. Riemann introduced the term Dirichlet's principle for this
method of establishing the existence of a solution to the Dirichlet problem,
although a related variational argument had earlier been used by Green [32]. If
Introduction 9
one considers the functional
J(v) = I 1gradv12dx
Js
for v in a class of sufficiently regular functions Vg satisfying v = g on T, then
it seems obvious, because J (v) > 0 for all v E Vg, that there exists a u E Vg
satisfying
J(u) < J(v) for all v E Vg. (1.14)
Given any w such that w = 0 on r, and any constant h, the function v = u + hw

belongs to Vg, and, assuming the validity of the first Green identity (1.8), simple
manipulations yield
J(v) = J(u) - 2h wLu dx + h2J(w).

J0
Here, the constant h is arbitrary, so the minimum condition (1.14) implies that
1 wLu dx = 0 whenever w = 0 on T.
By choosing w to take the same sign as Au throughout 0, we conclude that

u is a solution of the Dirichlet problem for the Laplace equation. Conversely,
each solution of the Dirichlet problem minimises the integral. Dirichlet also
established the uniqueness of the minimiser u. In fact, if both u 1 and u2 minimise
J in the class of functions Vg, then the difference w = u I - u2 vanishes on t,
and, arguing as above with h = 1, we find that J (u 1) = J (u2) + J (w). Thus,
J (w) = 0, so w is constant, and hence identically zero, implying that ui = U2
ono.
In 1869, H. Weber [1041 employed the quadratic functional J (v) in a
Rayleigh-Ritz procedure to show the existence of eigenfunctions and eigen-
values for the Laplacian on a general bounded domain. He minimised J(v)
subject to two constraints: v = 0 on r, and f n v(x)2 dx = 1. If we suppose
that a minimum is achieved when v = u , then by arguing as above we see that
fwLuidx=0 whenever w = 0 on I' and jw(x)ui(x)dx=0.
Here, the extra restriction on w arises from the second of the constraints in
the minimisation problem. Weber showed that -Dug _ ,k1u, on Q, where
X, = J(ul). In fact, for an arbitrary v satisfying v = 0 on r, if we put
10 Introduction
a= fnvu,dxandw=v-au,,thenw=O on r, and fnwu,dx=0, so by

the first Green identity,
v(-Du,) dx = - (w + au,)Au, dx
Js i Jc
au,
=a J(u,)-ui
frdv/
remembering that u, = 0 on F. Next, Weber minimised J (v) subject to three
constraints: the two previous ones and in addition fn vu, dx = 0. The minimiser
u2 is the next eigenfunction, satisfying -Du2 = A2u2 on S2, where 1A2 =
J(u2) > A,. Continuing in this fashion, he obtained sequences of (orthonormal)
eigenfunctions uj and corresponding eigenvalues Aj, with 0 < A, < A2
a.3 < --
Although simple and beautiful, Dirichlet's principle (in its naive form) is
based on a false assumption, namely, that a minimiser u E V. must exist
because J (v) > 0 for all v E V8. This error was pointed out by Karl Theodore
Wilhelm WeierstraB [7, pp. 390-391] in 1870, and the same objection applies
to the variational arguments of Gauss, Liouville and Weber. During the period
from 1870 to 1890, alternative existence proofs for the Dirichlet problem were
devised by Hermann Amandus Schwarz, Carl Gottfried Neumann and Jules
Henri Poincare; see Girding [25] and Kellogg [45, pp. 277-286]. We shall
briefly describe the first of these proofs, Neumann's Methode des arithmetischen
Mittels, after first introducing some important properties of the double-layer
potential,
DL *(x) = f *(y) aay G(x, y) day for x t'.

r
A surface potential of this type appears in the third Green identity (1.10), with
= uIr; note the similarity with the general Poisson integral formula (1.11).
The double layer potential has a very simple form when the density is constant
on F. In fact
1 for x E Q-,
DL 1(x) = (1.15)
0 for x E Q+,
as one sees by taking u = 1 in (I.10) if x E 0-, and by applying the divergence

theorem if x E 52+. Obviously, DL * is harmonic on Sgt, but the example /r = 1
shows that the double-layer potential can have a jump discontinuity, and it turns
Introduction 11
out that in general
y+DL*-y-DLi/r=* on r;
cf. (1.6). Thus, if we let
Tt/r=y' DL*+y-DLi/r, (1.16)
then
onI'. (1.17)
The operator T may be written explicitly as
Ti/r(x) = -i/i'(x)+2J [*(y) -ilr(x)]avyG(x, y)dcy forx E F,
and we see in particular that Ti = -1, in agreement with (1.15).

Neumann's existence proof built on earlier work by A. Beer [4], who, in
1856, sought a solution to the Dirichlet problem (1.7) in the form of a double-
layer potential u = DL +/r. Beer worked in two dimensions, and so used the
fundamental solution
G(x, y) = I log for x, y E R2 and x y.

27r Ix -A
1
In view of (1.17), the boundary condition y-u = g on F leads to the integral

equation
-i/r + Ti/r = 2g on I'. (1.18)
The form of this equation suggests application of the method of successive

approximations, a technique introduced by Liouville in 1830 to construct the
solution to a two-point boundary value problem; see [62, p. 447]. Beer defined
a sequence *o, *l, i/r2, ... by
*o = -2g and i/ri = T'Jri-i - 2g for j ? 1,

which, if it converged uniformly, would yield the desired solution * =
limi,oo ilri . However, Beer did not attempt to prove convergence; see Hellinger
and Toeplitz [38, pp. 1345-1349].
The kernel appearing in the double layer potential has the form
8 I
BvyG(x'y)=T"
Ix - yI"
12 Introduction
where T2 = 2rr is the length of the unit circle, and T3 = 4ir is the area of the
unit sphere. For his proof, Neumann [77] assumed that Q- is convex. In this
case, vy (x - y) < 0 for all x, y E F, so
min* < -(T *)(x) < max */r for X E I',
and it can be shown that (provided the convex domain 0- is not the intersection
of two cones) for every continuous g there exists a constant a8 such that
maxI(Tmg)(x)
XEr
- (-1)ma.I < Cr"`, with 0 < r < 1,
where the constants C and r depend only on F. We define a density function

00
/r = E(T2jg + T 2j+1 g),
j=0
noting that the series converges uniformly on I' because

IT2jg+T2j+lgl IT2jg _ (_1)2jagl + IT2j+lg - (-1)2j+la81
C(r2j + r2j+l).
Also, the identity
m m
g+ T >(T2jg + T2j+lg) = T2m+2g + J:(T 2jg + T2j+lg)
j=0 j=0
implies that g + T /i = ag + i/r, so by (1.17) we have y- DL it = (a8 - g).

Therefore, the desired solution of the Dirichlet problem (1.7) is the
2 function
u = a8 - 2 DL i/r.
In a paper of 1888 dealing with the Laplace equation, P. du Bois-Reymond
[20] expressed the view that a general theory of integral equations would be of
great value, but confessed his inability to see even the outline of such a theory.
(This paper, incidentally, contains the first use of the term "integral equation",
or rather Integralgleichung.) The various results known at that time all seemed
to rely on special properties of the particular equation under investigation. Only
during the final decade of the nineteenth century did a way forward begin to
emerge. In 1894, Le Roux [55] successfully analysed an integral equation of
the form
x
fJ
K(x, y)u(y) dy = f (x) for a < x < b,
n
Introduction 13
with a sufficiently smooth but otherwise quite general kernel K, and a right-
hand side satisfying f (a) = 0.'He constructed a solution by first differentiating
with respect to x, and then applying the method of successive approximations.
Two years later, Volterra [103, Volume 2, pp. 216-262] independently consid-
ered the same problem, using the same approach, and remarked in passing that
the integral equation could be looked upon as the continuous limit of an n x n
linear algebraic system as n -* oo.
Volterra's remark was taken up by Ivar Fredholm [23] in a short paper of 1900,
which was subsequently expanded into a longer work [24] in 1903. Fredholm
considered an integral equation of the form
U(X) + A. K(x, y)u(y) dy = f (x) for 0 < x < 1, (1.19)

J0
with a general continuous kernel K and a complex parameter),. As motivation,
he mentions a problem discussed a few years earlier in an influential paper
of Poincare [82], namely, for a given function f on F to find a double-layer
potential u = DL * satisfying
y-u - y+u = X(y-u + y+u) + 2f on r.

In view of (1.16) and (1.17), this problem amounts to finding a density function
* satisfying
-*-).T* = 2f on F. (1.20)
The special case X = -1 and f = g is just Beer's equation (1.18) arising

from the interior Dirichlet problem, and similarly A = +1 and f = -g gives
the analogous equation arising from the exterior Dirichlet problem. Poincare
had shown that both equations are solvable for a wide class of smooth but not
necessarily convex domains.
Fredholm began his analysis of (1.19) by introducing a function D (A) defined
by the series
D (X) = 1+ A J K (y, y) dy
0
A2
K(yi, yi) K(yi, y2) (1.21)
+ 2! Jo Jo K(y2, yi) K(y2, y2)
which he called the determinant of the integral equation. In fact, if we put

xj = j/n for 1 < j < n, and replace the integral in (1.19) by the obvious
14 Introduction
Riemann sum, then we obtain the discrete system
),
u(x j) +n> K(xj, xk)u(xk) = f (xi) for 1 < j < n
k=1
whose determinant can be written as

It X-"
K (xki , xk i) K (xk, , xk, )
n k=1 2!n2 k,=1 k,=1 K(xk,, xk,) K(xkz, xk,)
n n K(xki,xki) ... K(xki+xk,)

An
+ nln E ... E
ki=1
K (xk, xk ) I
Formally at least, in the limit as n -+ oo the determinant of the discrete system

tends to D(A). (This heuristic derivation does not appear in Fredholm's papers,
but see [38, p. 1356] and [19, p. 99].) Fredholm proved that the series (1.21)
converges uniformly for X in any compact subset of the complex plane, and so
defines an entire function. By generalising Cramer's rule for finite linear sys-
tems, Fredholm showed that if D(A) 0 0, then (1.19) has a unique continuous
solution u for each continuous f. He applied this result to the boundary inte-
gral equation (1.20), and so proved the existence of a solution to the Dirichlet
problem on any bounded C3 domain in the plane.
Fredholm also gave a complete account of the case when D(k) = 0, by
considering the transposed integral equation
I
v(x)+A I K(y,x)v(y)dy=g(x) for0 <x < 1, (1.22)
which has the same determinant as the original equation (1.19). He proved
that if D(A) has a zero of multiplicity m at A = Ao, then for this value of the
parameter the two homogeneous equations, i.e., (1.19) and (1.22) with f and
g identically zero, each have m linearly independent solutions. In this case,
the inhomogeneous equation (1.19) has a (non-unique) solution u if and only
if fo1 f (x)v(x) dx = 0 for every solution v of the transposed homogenenous
equation. The above dichotomy in the behaviour of the two integral equations,
corresponding to the cases D(A) # 0 and D(A) = 0, is today known as the
Fredholm alternative.
The simplicity and generality of Fredholm's theory made an immediate
and lasting impression, not least on David Hilbert, who, during the period
1904-1906, made important contributions that later appeared in his influen-
tial book [39] on integral equations. Hilbert was especially interested in the
Exercises 15
case when the kernel is symmetric, i.e., when K is real-valued and satisfies
K (y, x) = K (x, y) for all x and y. The zeros of the determinant are then purely
real, and f o r m a nondecreasing sequence a.i, X 2 ,--- , counting multiplicities.
For each j there is a non-trivial solution i/rj of the homogeneous equation with
A = Al, and the sequence i/ri, *2, ... can be chosen in such a way that the
functions are orthonormal:
1 if j = k,
,/r j (x)1//k(x)dx = 8jk =
J
f 10 if J ' 54 k.
Of course, i/rj is an eigenfunction of the integral operator with kernel K, and

the corresponding eigenvalue is 1/a,1. Hilbert proved the identity
i t 1 t
f f K(x, y)u(x)v(y) dx dy = -1 * (x)u(x) dx
j>I
x f
0
f(y)v(y) dy,
which is the continuous analogue of the reduction to principal axes of the

quadratic form associated with a real symmetric matrix. He also studied the
convergence of eigenfunction expansions.
Our story has now arrived at a natural stopping point. The period of classical
analysis is about to be overtaken by the geometric spirit of functional analysis.
By 1917, F. Reisz [87] had effectively subsumed Fredholm's results in the
general theory of compact linear operators, a topic we shall take up in the next
chapter.
Exercises
1.1 Show that if f is a radially symmetric function, say f (y) = F(r) where
r = Iyj, then the Newtonian potential (1.4) is radially symmetric, and is
given by u(x) = U(p), where p = IxI and
U(p) = 1f
P o
a
F(r)r2 dr + f p
00 F(r)r dr.
Hence verify Poisson's equation:
-Au(x)=--- (P2UF(p)=f(x)
--
16 Introduction
1.2 Let r = (y E R3 : IYI = a} denote the sphere of radius a > 0 centred at

the origin. Show that if the density i is constant on F, then the single-layer
potential (1.5) is radially symmetric, i.e., a function of p = Ix I. Show in
particular that
a ifp < a,
SL 1(x) =
a2/p ifp > a,
and verify that the jump relation (1.6) holds in this case.
1.3 Fix x, y E 0 with x # y, and for any sufficiently small c > 0 let 9E
denote the region obtained from S2 by excising the balls with radius E
centred at x and y. By applying the second Green identity (1.9) to the
functions Gr(x, .) and Gr(y, ) over E. and then sending e 0, show that
Gr(x, y) = Gr(y, x).
2
Abstract Linear Equations
Later in this book, we shall reduce elliptic boundary value problems, and also
their equivalent boundary integral formulations, to operator equations of the
form Au = f, with A a bounded linear operator from a Hilbert space into its
dual. The ellipticity of the partial differential equation will imply that A is the
sum of a positive-definite operator and a compact operator (the latter possibly
zero). Our aim now is to study such operators abstractly, using techniques from
functional analysis. We begin by considering some topics that can be understood
more clearly in a less restricted setting. In fact, we shall develop the concept of
a Fredholm operator acting between two Banach spaces, even though it would
suffice for our later applications to consider only operators with index zero
acting between Hilbert spaces. At the end of the chapter is a short treatment of
spectral theory, covering just the simplest cases, namely, self-adjoint operators
that are compact or have a compact inverse.
We shall use c and C to denote small and large generic constants, whose
values may change even within a single chain of estimates, but with c always
bounded away from zero, and C always bounded away from infinity. If II II and
11 II' are norms on a vector space X, then we write
IIu1I IIu1I' forallu E X,
to indicate equivalence of the norms, i.e., c II u II x < II u II' < C II u II x for all u E X.
The reader should also note that our sesquilinear forms, and in particular our in-
ner products, are conjugate-linear in the first argument, and linear in the second.
A familiarity with basic concepts and results from general topology and
linear functional analysis is assumed, but some effort will be made to refresh
the reader's memory. The theorems that we cite without proof can be found in
virtually any textbook on functional analysis; Yosida [106] and Simmons [94]
will serve as our standard references.
17
18 Abstract Linear Equations
The Kernel and Image
Suppose that X and Y are complex vector spaces, and let A : X -+ Y be a
linear map. The kernel (or null space) of A is the subspace of X defined by
kerA={u EX: Au=O},

and the image of A is the subspace of Y defined by
im A = (f E Y : there exists u E X such that f = Au}.
Given f E Y, we can seek a solution u E X to the linear equation
Au = f.
It follows at once from the definitions above that a solution exists if and only
if f E im A, in which case u is unique modulo ker A, i.e., any two solutions
differ by an element of the kernel. Thus, the inverse A-1 exists if and only if
kerA = {0} and im A = Y.
Recall that if W is a subspace of X, then the elements of the quotient space
X1 W are the cosets u + W = {u + w : w E W), and the vector space operations
in X/W are given by
A(u+W)_(Au)+W and (ul+W)+(u2+W)_(uI+u2)+W,

for A E C and u, u1, u2 E X. The dimension of X/W is called the codimension
of W in X. Every linear map A : X -). Y induces an isomorphism
A/: X/ ker A --- imA
defined by
A/ (u + ker A) = Au for u E X.
Assume now that X and Y are normed spaces. A linear map A : X -+ Y is

continuous if and only if it is bounded, i.e., if and only if Il Au ll r < C II u II x for
all u E X. The vector space G(X, Y) consisting of all such bounded linear maps
is itself a normed space, with
IlAullr
IIAIIc(x.Y) = sup
OuEX Ilullx
Recall that if Y is a Banach space (i.e., if Y is complete), then so is ,C(X, Y).

The Kernel and Image 19
If W is a closed subspace of X, then we can make X/ W into a normed space

by defining
Ilu+Wllx/w = WEW
inf Ilu+wllx
Furthermore, X/ W is aBanach space when X is aBanach space. If A E £(X, Y),

then ker A is closed, and the induced isomorphism is bounded, i.e., A/ E
£(X/ ker A, im A). When is the inverse (A/)-' bounded? We can answer this
question with the help of the open mapping theorem.
Theorem 2.1 Suppose that X and Y are Banach spaces, and let A E £(X, Y).
If im A = Y, then A is an open mapping, i.e., A maps each open subset of X
to an open subset of Y.
The proof of this result uses a Baire category argument, and can be found
in [106, p. 75] or [94, p. 236]. Since a function Y -+ X is continuous if and
only if the pre-image of every open set in X is open in Y, and since a closed
subspace of a Banach space is again a Banach space, the next corollary follows
at once.
Corollary 2.2 Suppose that X and Y are Banach spaces. If A E £(X, Y), then
the following conditions are equivalent:
(i) The subspace im A is closed in Y.

(ii) The induced map A/ : X/ ker A -* im A has a bounded inverse.
(iii) There is a constant C such that
Ilu +kerAllx/kerA < CIIAulir foru E X.
In particular, there exists a bounded inverse A-' E £(Y, X) if and only if

im A = Y and kerA = {0).
When A is as in Corollary 2.2, our problem Au = f is essentially well posed:

for each f E im A, the solutions form a coset u + ker A that depends continu-
ously on f. Of course, in applications, one typically starts with a concrete
integral or differential operator A, and then seeks complete spaces X and Y
such that A : X -+ Y is bounded and im A is closed. Satisfying both conditions
simultaneously requires a tight fit between operator and spaces. If II II r is too
strong (i.e., too big) relative to II II x, then the space Y will be too small to serve
as the codomain, and typically one obtains an unbounded operator by restricting
A to some dense subspace of X. However, if II . II r is too weak (i.e., too small),
then the space Y will be too large, and im A will fail to be closed.
If V and W are subspaces of X, and if each u E X can be written as u = v.+ w
for a unique v E V and a unique w E W, then X is said to be the (internal) direct
sum of V and W, and we indicate this fact by writing X = V e W. A projection
is a bounded linear operator P : X -+ X having the property that P2 = P. If p
is a projection, then (I - P)2 = I - P and P(I - P) = (1- P)P : 0, where
I is the identity operator, i.e., l u = u. Thus, I - P is also a projection, and by
writing u = Pu + (I - P)u, we obtain adirect sum decomposition X = V ® W,
where V and W are the closed subspaces
V=imP=ker(1-P) and W=im(I- P) =kerP.

This state of affairs is described by saying that P is the projection of X onto V,
parallel to W. Exercise 2.2 shows that there exists a projection onto every finite-
dimensional subspace, and onto every closed subspace with finite codimension.
Duality
If X is a normed space, then we denote its dual space by X*. Thus, X*
£(X, C) is the space of bounded linear functionals g : X -). C. We shall write
(g, u) = g(u)
for the value of the functional g E X* at the vector u E X. By the definition of

the norm in £(X, C),
I (g, u)I Ilgllx = sup I(g' u)I (2.1)

OOUEX IlullX
The dual space X* is a Banach space even if X is not complete.

A key tool in the study of duality is the Hahn-Banach theorem, one version
of which is as follows.
Theorem 2.3 If W is a subspace of a normed space X, then everyfunctional in

W * can be extended to a functional in X* having the same norm.
For a proof, see [106, p. 1061 or [94, p. 228]. Zorn's lemma or another
equivalent of the axiom of choice is needed unless one introduces some extra
assumption(s), such as that X is separable.
We now establish a few simple consequences of Theorem 2.3 that will be
used later. If u E X and W e X, then the distance between u and W is defined
Duality 21
by
dist(u, W) = inf 11 u - wllx;

WEW
notice that if W is a closed subspace, then dist(u, W) = 11 u + W 11 X/ w.
Theorem 2.4 Let W be a subspace of a normed linear space X, and let u E X.

If dist(u, W) > 0, then there exists a functional g E X* such that
(g, u) = dist(u, W), 11811x = 1 and (g, w) = 0 for w E W.
Proof Put d = dist(u, W), and assume that d > 0. It follows that u 0 W, and
we may form the direct sum Wl = W ® span{u}. Define g E W* by
(g, w + Au) = Ad for w E W and A E C,
and observe that
I(g,w+),u)I<IAIIIu-(-w/).)IIx=IIw+),ujlx forty E W and ), 0,
so II g 11 w; < 1. Moreover, given c > 0, there is,a w E W such that d < II u - w II x <
d+E,andthusd= I(-1)d1= I(g, w - u)I -11g11w1. 11w - ullx < IIg11w; (d+E),
implying that IIg II w; > d/(d + E). Hence, 11g II w; = 1, and we can complete the
proof by applying Theorem 2.3.
Corollary 2.5 Let W be a closed subspace of X, and let u E X. If is 0 W, then

there exists a functional g E X* such that
(g, u) > 0, Ilgllx = 1 and (g, w) = 0 for w E W.
Proof If W is closed and u f W, then dist(u, W) > 0. 0
Corollary 2.6 If 0 u E X, then there exists a functional g E X* such that
(g,u)=Ilullx and
Proof. Take W = (0), so that dist(u, W) = IIu11x. 0
Corollary 2.7 The dual space X* separates the points in X, i.e., for all u, u E X,
if u # v, then there exists a functional g E X* such that (g, u) # (g, v).
Corollary 2.8 Let is E X. If (g, u) = 0 for all g E X*, then u = 0.

Consider X** _ (X*)*, the second dual of X, and define c : X --> X** by
(cu, g) _ (g, u) for U EX and g E X*.
From (2.1) and Corollary 2.6, we see that II Lu II X.- = II u II x, sot is an isometric
isomorphism from X onto a subspace t (X) in X**. This fact allows us to identify
X with i (X), and write
X C X**.
Obviously, X is closed in the complete space X** if and only if X is itself

complete. If X = X**, then X is said to be reflexive; thus, every reflexive space
is complete.
For any linear map A : X Y, the transpose At : Y* -+ X* is the linear map
defined by
(Atv, u) = (v, Au) for all v E Y* and u c- X.
With the help of Corollary 2.6, we can show the following.
Lemma 2.9 The transpose At is bounded if and only if A is bounded. In fact,
IIAÌI,c(Y*,x*) = IlAllc(x.Y)
Proof If A is bounded, then the definition of At gives
I(Aty, u) I = I(v, Au) I _< IIvIIY*IiAllc(x,Y)Ilullx for u E X and v E Y*,
so IIA`vllx < IiAllc(x,Y)IIvIIY* and hence IIAÌlc(Y*,x*) < IiAllc(x.Y) Con-

versely, suppose that At is bounded, and let u E X. If Au 0 0, then by Corol-
lary 2.6 there is a v E Y* such that
(v, Au) = IlAullx and IIUIly* = 1.
Using the definition of At once again, we have
IlAullx = I(Atv,u)I < IiAtvllx*Ilullx

IlAtllc(Y*.x*)IIvIIY*Ilullx = IIAÌlc(r*,x*)Ilullx,
and since the inequality II Au II x < II At II c(Y*,x*) II u II x is trivial if Au = 0, we

deduce that IIAIIr(x,Y) < I1Atllc(Y*,x*) 0
Duality 23
In studying solutions of the equation Au = f , it is helpful to consider at the

same time the transposed equation
A`v =g
for a given g E X* and an unknown v E Y*. To describe the relationship between
the two equations, we use the following terminology. For any subset W c X,
the annihilator W a is the closed subspace of X* defined by
Wa=(gEX*:(g,u)=0foralluEW).
Dually, for V C X* the annihilator IV is the closed subspace of X defined by
aV={uEX:(g,u)=0forallgE V}.
Lemma 2.10 The kernels and images of A and At satisfy
ker A = a(im A`) and ker A` _ (im A) a.
Proof. Applying the various definitions gives
a(im A`) = (uEX : (g, u) = 0 for all g E im A`)

= (uEX (A`v,u) =0forallvEY*)
= [U EX : (v, Au) = 0 for all v E Y*)
={uEX:Au=0}=kerA,
and a similar argument shows that (im A) a = ker At. 0
One sees directly from the definition of the annihilator that
W c a(W a) for any subset W C X,
and likewise
V c (aV) a for any subset V C X*,
so by Lemma 2.10,
im A c a(ker A`) and im A` c (ker A) a.
The question now arises as to when the reverse inclusions also hold. The next
two lemmas will help to provide us with the answer.
Lemma 2.11 Let X be a normed space. A subset W c X satisfies W = (W a)
if and only if W is a closed subspace of X.
Proof. The condition is obviously necessary. To prove sufficiency, assume that

W is a closed subspace of X, and let u E X. If U V W, then we can find g E X*
as in Corollary 2.5. Since g E W' and (g, u) # 0, we see that u a (W a). Thus,
a(W a) C W, and the result follows.
Dual to Lemma 2.11 is the result that a subset V C X* satisfies V = (a V) a

if and only if V is a weak* closed subspace of X*; see Schechter [91, p. 192].
However, we shall not use this fact.
Lemma 2.12 Suppose that W is a subspace of a normed space X.
(i) There exists an isometric isomorphism J1 : X*/W a -+ W* given by
(Ji (g + W a), w) = (g, w) for g E X* and w E W.
(ii) If W is closed, then there exists an isometric isomorphism J2 : W'

(XI W)* given by
(J2$,u+W) = (g, u) forgEWa and uEX.

Proof. LetgEX*. For any hEWaand wE W, we have (g, w) = (g+h,w),
so J1 is well defined and I (Ji (g + W a), w) I < fig + h II x II w II x, implying that
I(J,(g+ We), w)I ::S i w, II IIg+ WalIx*/w,Ilwllw
Hence, IIJ1(g + Wa)IIw* <_ fig + W all x*/w

Next, if J, (g + W a) = 0, then g E W a, and so ker Jl = {0 + W a), i.e.,
Ji is one-one. To see that J1 is onto, let g E W*. By Theorem 2.3, there is
a functional $1 E X* such that $1 = g on W, and 11 g, 11 x. = IISllw Hence,
g = J1(gI + W a) E im J1, and moreover 4
JjJ1 1gjjx*/w.' =1Ig1 + I19111x* = Ilgllw*,
completing the proof of (i).

Turning to part (ii), we assume that W is closed and let g E W'. For any u E X
and W E W, (g, u) = (g, u + w), so J2 is well defined, and I (J2g, u + W)
II g II x* II u + w II x, implying that
(J2$, u + W) 1 <_ Ilgllx* inw 11 u + wllx = Ilgllx* 11 u + W 11 x1 w.

Duality 25
Hence, lI J2g II (x/ w) II g 11x Obviously, ker J2 = {0}, so J2 is one-one. To

see that J2 is onto, let h e (X/ W)*. We define a linear functional g : X -k C
by (g, u) = (h, u + W), and observe that
I(g,u)I < IIh11(x/w)*I1 uIIx
Hence, g is bounded with 11 g II X. < 11 h II (x/ w)-. Also, if u E W, then u + W =

0 + W so (g, u) = 0, showing that g E W a and h = J2$ E im J2. Finally,
11J2'h11Wa =11gIIx <
so J2 is an isometric isomorphism. 0
We are now ready to prove the main result for this section. Here, the key point
is that if the image of A is closed, then a necessary and sufficient condition for the
equation Au = f to be solvable is that the given right-hand side f be annihilated
by every solution v of the homogeneous transposed equation Atv = 0.
Theorem 2.13 Suppose that X and Y are Banach spaces. For A E £(X, Y),
the following conditions are equivalent:
(i) im A is closed in Y.
(ii) im At is closed in X*.
(iii) im A = a(ker At).
(iv) im At _ (ker A) a.
When these conditions hold, there are isometric isomorphisms
(Y/ im A)* ker At and X*/ im At -- (ker A)*.
Proof. We have seen that A gives rise to a bounded linear operator,
A/:X/kerA-*imA.
Likewise, At gives rise to a bounded linear operator
(At)/ : Y*/ ker At --* im At,
related to the transpose of A/,
(A/)t : (im A)* -+ (X/ ker A)*,

in the following way. Since ker At = (im A) a, and since ker A is a closed sub-
space of X, Lemma 2.12 yields isometric isomorphisms
J, : Y*/ker At -* (imA)* and J2 : (kerA)a -+ (X/kerA)*,
so ifuEXandvEY*, then
((Al)tJ, (v + ker A'), u + ker A) = (J, (v + ker A'), At(u + kerA))

= (J, (v +kerA`), Au) = (v, Au)
= (A'v, u) = ((A`)/ (v + kerA`), u)
= (J2 (A)/ (v + kerA), u + kerA),
where, in the final step, we used the fact that im(At)/ = im At C (ker A)'.
Thus,
(AI)tJ, = J2(At)l : Y*/kerA` -+ (X/kerA)*, (2.2)
and we have the chain of equivalences
im A is closed A/ has a bounded inverse (Corollary 2.2)

(A/)t has a bounded inverse (Exercise 2.3)
= (At)/ has a bounded inverse (2.2)
= im At is closed (Corollary 2.2),
showing that (i) is equivalent to (ii).

Next, Lemmas 2.10 and 2.11 show that (i) implies (iii). Since every annihilator
is closed, (iii) implies (i), and (iv) implies (ii). Hence, the equivalence of the
four conditions will follow if we prove that (i) implies (iv).
Thus, assume that im A is a closed subspace of Y. To prove (iv), it suffices to
show the inclusion (ker A) a C im At, so let g 'E (ker A) a. We define a bounded
linear functional v on im A by
(v, f) = (JZg, A7' f) for f E im A,
and then use the Hahn-Banach theorem to extend v to a bounded linear func-
tional u on all of Y. In this way,
(g, u) = (JZg, u +kerA) = (JZg, A/ 'Au) = (v, Au) = (u, Au) = (Atv, u)
for all u E X, so g = Atv E im At, and thus (ker A)' C im At, as required.
Compactness 27
Finally, if (i)-(iv) hold, then Lemma 2.12 yields isometric isomorphisms
X*/imA` = X*/(kerA)a -+ (kerA)* and

ker A'= (im A)' -> (Y/imA)*.
0
In many applications, it is natural to work with a space Z that is only iso-
morphic to X* in the following way. Suppose there is a bilinear form
Z x X -+ C that is bounded in the obvious sense, i.e.,
I((g,u))I CIIgIIzIluIx forgEZ and uEX,

allowing us to define a bounded linear operator t : Z -+ X* by
(tg, u) = ((g, u))

If t has a bounded inverse, i.e., if t is an isomorphism of Banach spaces, then
we call Z a realisation of the dual space X*. In this case,
I ((g' u)) I
II tg II x - II g Il z sup
O0uEX IIulix
and we routinely identify Z with X* by suppressing the distinction between

g and tg, and between and
Compactness
Let us recall some facts about compact subsets of metric spaces. Suppose that
a set X is equipped with a metric Ix. An open cover of a subset W C X
is a family of open subsets of X whose union contains W. We say that W is
compact if every open cover of W has a finite subcover. Every compact set
is closed. If W, the closure of W, is compact, then W is said to be relatively
compact. For e > 0, an E -net for W is a finite subset (w 1, ... , c W with
the property that for each w E W there exists an index i = i(w) E (1, ... , n}
such that Iw, w, Ix < e. If W has an E-net for every e > 0, then W is said to be
totally bounded. Every totally bounded set is bounded.
Theorem 2.14 In any metric space X, the following three statements are equi-
valent:
(i) The subset W is relatively compact.

(ii) Every sequence in W has a subsequence that converges in X.
(iii) The subset W is totally bounded.
In particular, any relatively compact set is bounded.

For a proof, see [106, p. 13] and [94, pp. 120-125].
Suppose now that the whole metric space X is compact. The set C(X) of all
continuous functions f : X --+ C is a Banach space with norm
11fIIc(x) =maxIf(x)1.
A subset F C_ C(X) is said to be equicontinuous if for every E > 0 there exists

a S > 0 such that, for all x, y E X and for every f E F,
Ix, YI x < 8 implies If (x) - f (y) l < E.

The importance of this property stems from the following theorem of Arzela
and Ascoli.
Theorem 2.15 Let X be a compact metric space. A subset of C (X) is relatively

compact if and only if it is bounded and equicontinuous.
For a proof, see [106, p. 85] or [94, p. 126]. There is an analogous charac-
terisation of the relatively compact subsets of Lp(R"); see [106, p. 275].
Theorem 2.16 For 1 < p < oo, a subset W is relatively compact in L p (R") if
and only if the following three conditions are satisfied:
(i) W is bounded, i.e., IIf IILn(a"") < C for f E W.

(ii) W is p-mean equicontinuous, i.e., IIf ( + h) - f IIL,,(tt"") 0 as h - 0,
uniformly for f E W.
(iii) III II L,,(R"\B,,) _-* 0 as p --+ oo, uniformly for f E W, where Bp = {x E
R : IxI < p].
Suppose now that X and Y are normed spaces. A linear operator from X into Y
is said to be compact (or completely continuous) if it maps every bounded subset
of X to a relatively compact subset of Y. Every compact operator is bounded.
Also, any linear operator with a finite-dimensional image is compact, because
in a finite-dimensional normed space every bounded set is totally bounded. It
follows from Theorem 2.14 that a linear map K : X -+ Y is compact if and
only if every bounded sequence ui in X has a subsequence up such that Ku J.
converges in Y.
In the light of the Arzela-Ascoli theorem, if K : C [0, 1 ] -+ C [0, 1 ] is com-
pact, then we expect Ku to be smoother than u, and so it is not surprising that
many integral operators are compact. Similarly, we shall see later that, in the case
of a partial differential operator acting between appropriate Sobolev spaces, the
lower-order terms give rise to only a compact perturbation of the principal part.
Compactness 29
Given our earlier study of duality, it is natural to ask about the compactness
of the transpose.
Theorem 2.17 Consider a linear map K : X Y and its transpose Kt

Y*--4X*.
(i) If K is compact, then Kt is compact.
(ii) If Kt is compact, and if Y is complete, then K is compact.
Proof Assume that K is compact, and take a bounded sequence wJ in Y*. To

prove (i), it suffices to show that a subsequence of KtwJ converges in X*. We
denote the closed unit ball in X by U = {u E X : Ilu llx -< 11, and let vJ denote
the restriction of the functional wJ to the compact set K(U). For f = Ku and
U E U, we have
lvJ(f)I = 1(w J,Ku)l < S C,
because the w j are bounded in Y *, and II u II x < 1. Thus, l vJ (f) 1 < C for f E
K(U), and
Ivi(fi) - vi(f2)I = 1(wi, .fi - f2)I < Cllf - f2llY for fi, f2 E K(U),
so the v j are bounded and equicontinuous. Applying the Arzela-Ascoli theorem,

we deduce that a subsequence vJ, converges uniformly on K(U). Given any
nonzero u E X, put u = II U II x 1 u E U, and observe that
(Kiwi, -Ktwk,, u)l = IlullxI(wj' -Wk,, Ku)I = IlullxlvJ,(Ku) -Vk,(KU)I,

so
IIKtw3, - Ktwk-11x* < max Ivi'(f) - Vk,(f)I.

fEK(U)
Therefore, the subsequence Ktwj, is Cauchy in the complete space X".

To prove (ii), we assume now that K* is compact, and let tX : X X** and
L y: Y - Y** be the natural imbeddings. For all u E X and g E Y*,
K*g) = (K**txu,
(tyKu, g) = (g, Ku) = (K*g, u) = (txu, g),
which shows that tyK = K**LX. Suppose that uJ is a bounded sequence in X.

The sequence tx u J is bounded in X**, and K** : X** --s Y** is compact by part
(i), so there is a subsequence u j, such that K**txu J, converges in Y**. Thus,
Ku J. = t- y' K**txu J, is Cauchy, and hence convergent, provided Y is complete.
0
We now turn our attention to operators of the form I + K : X - X, where I
is the identity operator and K is compact. The results obtained for this special
case will be used in the next section to deduce important properties of a much
wider class of operators. As we saw in Chapter 1, Fredholm developed the
first general theory of equations of the form u + Ku = f, albeit with K a
concrete integral operator. His method of Fredholm determinants used only the
techniques of classical analysis, but is briefly described by Riesz and Sz.-Nagy
in their well-known textbook on functional analysis [88, pp. 172-176]. This
book also sets out an abstract theory due to its first author [87], and which we
now follow. Until the end of this section, we write for brevity II II = II . lix; no
other norms occur.
In the next lemma, one thinks of u as being nearly orthogonal to W, even
though the norm might not arise from an inner product.
Lemma 2.18 If W is a closed subspace of a normed space X, and if W 0 X,

then for each E E (0, 1) there exists u E X such that 11u II = 1 and dist(u, W) >
1 - E.
Proof Choose any v E X \ W, put d = dist(v, W), and note that d > 0 because
W is closed. Given E E (0, 1), choose WE E W such that d < II v - wE II <
d/(1 - E), and put u = Ilv - wE II- (v - wE). Obviously (lull = 1, and for all
W E W,
Ilv-WEll(u-w)=v-wE-Ilv-wEllw=v- (an element of W),

so II v - wE II II u - w II > dist(v, W) = d, and hence II u - w II ? dl ll v - wE II >
1 - E.
For emphasis, the symbol C is used below to denote strict inclusion, i.e., for
any sets V and W, we write V CW if and only if V c W and V W.
Theorem 2.19 Let X be a normed space, assume that K : X -+ X is compact,

and define A : X X by
A=I+K.
(i) For each n > 0, the subspace V, = ker A" is finite-dimensional.
(ii) For each n > 0, the subspace W = im A" is closed.
(iii) There is a finite number r such that
(0)=VocVic...CV,.=Vr+1 = ..
Compactness 31
and
W'- =W'-+1= .
(iv) X =Vr®Wr.
Proof. Suppose for a contradiction that V, is not finite-dimensional. Using

Lemma 2.18, we can recursively construct a sequence u j in V, such that
IIujII=1 and Iluj-ukll? i for j#k.

Since K is compact, there is a subsequence up and an element 4) E X such that
Ku p -+ 0. But u j + Ku j = Au j = 0 so up = -Kuj, -0, which is
impossible because u j, is not a Cauchy sequence. Hence, V1 must be finite-
dimensional. Part (i) follows at once, because
A"=I+L where L(n)Km,

m
(2.3)
M=1
and L is compact by Exercise 2.6. (The case n = 0 is trivial because A° = I.)

To prove that W1 is closed, suppose that f j = Au j -+ f. Let d j =
dist(u j, ker A), and choose V j E ker A such that
dj < 11uj - vjll < (1 + j-1)dj. (2.4)
If the d j are bounded, then so is the sequence w j = u j - v j , and there is a

subsequence w j, such that Kw j, -+ 0. Since Aw j = Au j = f j, it follows that
W j? = fj, - Kw j, --> f - 4), and thus f = lim Awj- = A(f - 0) E W1. If the d j
are not bounded, then by passing to a subsequence we can assume that dj -+ 00
anddj>0.Define wj=lluj-vjll-1(uj-vj)sothat llwjll=landKwj,-*0.
Since IIAwjII=IIuj -vjII-1IIA(uj-vj)II <dj- 1II.fjII, we have Awj- 0 and
w jf = Aw j- - Kwj, -+ -0. Moreover, A4) = - lim Aw j, = 0, so ¢ E ker A.
Consider *j = w j + 4). We have
ituj - vjIIfj = uj - vj+IIuj - vjII0=uj - (an element of kerA),

so the definition of d j gives II u j - v j 11 11 *j II ? d1, and hence II *j II ? d j /
II u j - vj I I ? 1/(.l + j-1) by (2.4). But *j, -+ 0, and we conclude from this
contradiction that the d j must be bounded. Hence, f E W1, so W1 is closed, and
part (ii) follows by (2.3).
One easily verifies that V g and that if Vr = V,+,, then V,z
for all n > r. Suppose for a contradiction that no such r exists, i.e., assume
V" C for all n. By Lemma 2.18, we can choose u,, E V ,,+l such that II u,, II _
1 and dist(u,,, V") > 2. If n > m, then
Ku,,, - Ku = u" - (Au" + u,,, - Au,,,) = u,, - (an element of
so II Ku,,, - Ku,, II > dist(u,,, V,,) > ; and hence no subsequence of Ku,,
converges. This contradiction implies that V = V,,+1 for some n, and we
define r = min{n : V,, =
Next, one easily verifies that W,, 2 W,,+1, and that if Wr, = Wr,+1 for some r',
then W,, = for all n > r'. Suppose for a contradiction that no such r' exists,
i.e., assume W,, W,,+i for all n. By Lemma 2.18, we can choose u E W such
that 11 u, II = 1 and dist(u,,, W,,+1) > 2. If n > m, then
Ku" - Ku,,, = u,,, - (Au,,, + u,, - Au,,) = u,,, - (an element of W,,,+1),
so II Ku - Ku,,, II > dist(um, W.+1) > !,giving the desired contradiction. We

may therefore define r' = min{n : W,, = W,,+1 }.
At this point, a simple lemma is needed: for each k > 0 and f E W,.,, the
equation Aku = f has a unique solution u in W,.,. Indeed, u exists because
Wr'+k = W,.,; to prove uniqueness, suppose for a contradiction that the homo-
geneous equation Aku = 0 has a non-trivial solution u = u 1 E Wr'. For n > 1,
we choose recursively u,, E W,.' such that Au,, = un_1. Since A"u,, = Aul = 0
but An-1u" = u1 # 0, we see that u E V but u,, 0 V, 1, a contradiction if
n > r.
To complete the proof of part (iii), we now show that r = r'. If f E V,.'+1, then
the homogeneous equation Au = 0 has a solution u = Ar' f E Wr,, and by the
argument above, u = 0, so f E V,.-. Therefore, Vr,+1 c Vr,, and hence r' > r. In
particular, if r' = 0 then r = r' = 0. Suppose now that r' > 1, and choose f =
Ar'-1
V E W,,_1 such that f 0 Wr,. The equation Ar'u = Ar'v has a solution u
in W,.,, and we have A' (v - u) = 0, but Ar -1(v - u) = f - Ar'-1 u 0
because Are-1 U E W2r-_1 = Wr'. Thus, v - u E Vr, but v - u 0 V,.-_1, showing
that Vr, Vr-_1 and hence r' < r.
Finally, we turn to part (iv). The homogeneous equation Aru = 0 has only
the trivial solution in Wr, so Vr n Wr = (0). Given f E X, let u E Wr be the
solution of the equation A2'u = Ar f , andput v = A''u E W,.. Since Ar (f - v) _
Arf -A2ru=0, we have f =(f -v)+vEVr+Wr.
Fredholm Operators
Throughout this section, we shall assume that X and Y are Banach spaces. A
bounded linear operator A : X --± Y is said to be Fredholm if
1. the subspace im A is closed in Y;

2. the subspaces ker A and Yl im A are finite-dimensional.
In this case, the index of A is the integer defined by
index A = dim ker A - dim (Y1 im A).
As a consequence of Theorem 2.13, A is Fredholm if and only if At is Fredholm,

in which case
index A = dim ker A - dim ker At = - index At.
F. Noether [80] introduced the term "index" in the above sense for a concrete
class of singular integral operators.
In finite dimensions, the index depends only on the spaces, and not on the
operator.
Theorem 2.20 If A : C" -* C'" is a linear map, then A is Fredholm, and

index A = n - m.
Proof. By performing elementary row and column operations, we can find

bases for C" and C' relative to which the action of A is given by an m x n
diagonal matrix [ajk] with entries
ajk =
I ifl<j=k<r,
0 otherwise,
where r = dim im A = dim im At is the rank of A. The number of zero columns

in the matrix [ajk] is dim ker A = n - r, so
index A = dim ker A - dim(C" / im A) = (n - r) - (m - r) = n - m.

0
The preceding result might lead one to expect the following.
Theorem 2.21 If A : X -* Y and B : Y -* Z are Fredholm, then so is BA

X -- Z, and
index(BA) = index A + index B.

Proof The operator BA factors naturally into a product of Fredholm operators,
each of which is either one-one or onto, as follows:
uHu+kerAHAuHAu+kerBH BAu,
X -* X/ ker A - Y -+ Y/ ker B -k Z.
Therefore, it suffices to consider two special cases:
(i) im A = Y and ker B = {0) (onto followed by one-one).

(ii) ker A = {0) and im B = Z (one-one followed by onto).
In case (i), ker(BA) = ker A and im(BA) = im B, so the result is obvious.

Thus, assume case (ii).
Since Y/ im A and ker B are finite-dimensional, there is a finite-dimensional
subspace YA c Y and a closed subspace YB c Y such that
Y=YA0imA=YBED ker B.
We define
Y1=imAnYB, Y2=imAflkerB, Y3=YAfYB, Y4=YAnkerB,
so that Yl is closed; Y2, Y3 and Y4 are finite-dimensional; and
imA=Y1ED Y2i kerB=Y2®Y4, Y=Y1®Y2ED Y3ED Y4.
Next, we define
X1 = A-1(Y1), X2 = A-1(Y2), Z1 = B(YI), Z2 = B(Y3).
By restriction, the operators A and B define Banach space isomorphisms
2-- X2 ^'Y2, Y3-_Z2,
so X1 and Z1 are closed; X2 and Z2 are finite-dimensional; and
X = X1 ®X2, ker(BA) = X2, Z = Z1 ®Z2, im(BA) = Z1.
We see at once that BA is Fredholm, with
index(BA) = dim ker(BA) - dim[Z/ im(BA)] = dim X2 - dim Z2

= dim Y2 - dim Y3 = dim(Y2 ® Y4) - dim(Y3 ® Y4)
= dim ker B - dim(Y/ im A),
and, remembering that dim(Z/ im B) = 0 = dim ker A, the formula for the
index of BA follows.
The next result encapsulates, in the present abstract setting, the main conclu-
sions of Fredholm's original theory of second-kind integral equations.
Theorem 2.22 If A = I + K, where K : X -> X is compact, then A : X -* X

is Fredholm and index A = 0.
Proof. Theorem 2.19 shows that ker A is finite-dimensional and that im A is

closed. Moreover, since Kt X * -+ X* is compact by Theorem 2.17, we may
apply Theorem 2.19 to At = I + Kt, and deduce that ker AI (and hence also
X/ im A) is finite-dimensional. Thus, A is Fredholm. To compute the index,
let r be as in Theorem 2.19. If r = 0, then ker A = {0} and im A = X, so
index A = 0. If r > 1, then since X is the direct sum of ker A' and im A',
we have ker A'' a- X/ im A' and hence index A' = 0. Theorem 2.21 gives
index A' = r index A, so again index A = 0.
Suppose A E £(X, Y) and B E ,C(Y, X). If BA =I+ Kx where Kx : X -*

X is compact, then B is called a left regulariser for A. Likewise, if AB = I + Ky
where Ky : Y -+ Y is compact, then B is called a right regulariser for A. If
B is both a left and a right regulariser for A, then we say that B is a two-sided
regulariser for A. Notice that by Theorem 2.17, B is a left (respectively, right)
regulariser for A if and only if Bt is a right (respectively, left) regulariser for At.
The next lemma leads to a characterization of Fredholm operators.
Lemma 2.23 Let A E £(X, Y).
(i) If A has a left regularises, then ker A is finite-dimensional, and im A is

closed.
(ii) If A has a right regularises, then im A is closed, and Y/ im A is finite-
dimensional.
Proof. Suppose that B is a left regulariser for A. Since ker A c ker(BA), and
since BA = I + Kx has a finite-dimensional kernel by Theorem 2.19, we see
that ker A is finite-dimensional. Now suppose for a contradiction that im A is
not closed. By Corollary 2.2, there is a sequence uj E X such that
11U; +kerAllx/kerA = 1 and IIAujlly -+ 0.
By Exercise 2.4, we can assume that the uj are bounded, and hence obtain a
subsequence uj, such that Kxuj, converges. Since Auk' -± 0, it follows that
BAu y --s 0 and so u!- = BAu j. - Kxu , converges; say uj' u. On the one
hand, Au = lim Au/' = 0, so u E kerA, but on the other hand u/' + kerA -*
u + ker A, so II u + ker A II x/ ker A = 1, a contradiction. Thus, (i) holds, and then
(ii) follows by duality using Theorem 2.13.
Theorem 2.24 For A E 12(X, Y), the following are equivalent:
(i) A is Fredholm.
(ii) A has a left regulariser and a right regularises.
(iii) A has a two-sided regulariser.
Proof. Since (iii) trivially implies (ii), and since Lemma 2.23 shows that (ii)
implies (i), it suffices to prove that (i) implies (iii). Thus, assume A is Fredholm.
Since ker A and Y/ im A are finite-dimensional, there is a closed subspace XA c
X and a finite-dimensional subspace YA g Y such that X = XA ® ker A and
Y = YA ® im A. Let P denote the projection of X onto ker A parallel to XA,
and let Q denote the projection of Y onto YA parallel to im A. The operators
P and Q are compact because their images are finite-dimensional. We define
a Banach space isomorphism A I : XA -+ im A by A l u = Au for U E XA, and
then define B = A7'(I - Q) E £(Y, X). Since
BAu = Ai'(I-Q)Au = Ai'Au = Ai'Ai(I-P)u = (I-P)u foruEX,

and
ABf = AAi' (1 - Q) f = A1AI '(1 - Q) f = (I - Q) f for f E Y,

the operator B is a two-sided regulariser for A.
Corollary 2.25 If B is a two-sided regulariserfor A, then index B = - index A.
Proof Since A is a two-sided regulariser for B, it follows that B is Fredholm,

and then Theorems 2.21 and 2.22 imply that index B + index A = 0.
As an important application of regularisation, we now prove that the index

is stable under compact perturbations, and thereby generalise Theorem 2.22.
Theorem 2.26 If A : X --+ Y is Fredholm, and if K : X -* Y is compact, then

their sum A + K : X Y is Fredholm, and index(A + K) = index A.
Proof. By Theorem 2.24, A has a two-sided regulariser B E £(Y, X), i.e.,

BA = I + Lx and AB = I + Ly with Lx : X -3 X and Ly : Y Y compact.
Since
B(A+K) = I +(Lx+BK) and (A+K)B = I +(Ly,+KB),

and since Lx + BK : X --> X and Ly + KB : Y Y are compact by
Exercise 2.6, we see that B is also a two-sided regulariser for A + K. Hence,
by Theorem 2.24 and Corollary 2.25, the operator A + K is Fredholm and has
the same index as A. 0
Suppose that X is equipped with a conjugation, i.e., with a continuous, unary
operation u H it satisfying
u+u=it +v, .u=Iii and (u)=u,

for all u, v E X and A E C. The third condition implies that the map u H u has
a continuous inverse, and we have
IIuIIx Ilullx.
In practice, when X is a function space, u is just the usual pointwise complex

conjugate, i.e., u(x) = u(x) for all x. In general, a conjugation on X induces
a conjugation on X*, defined by (g, u) = (g, u), and this expression defines a
bounded sesquilinear form on X* x X, which we denote by
(g, u) _ (g, u).
If X is reflexive, and if we identify X with X** in the usual way, then is

naturally defined on X x X*, and satisfies
(u, g) = (g, u).
Now consider a linear map A : X -+ Y. If X and Y are each equipped with

a conjugation, then we define the adjoint A* : Y* -+ X * by
(A*u, u) _ (v, Au) for v E Y* and U EX.
Throughout this and the preceding two sections, we could have worked with
and A* in place of and At. For instance, we can state the celebrated
Fredholm alternative as follows.
Theorem 2.27 Assume that A : X Y is Fredholm with index A = 0. There

are two, mutually exclusive possibilities:
(i) The homogeneous equation Au = 0 has only the trivial solution u = 0. In
this case,
(a) for each f E Y, the inhomogeneous equation Au = f has a unique
solution u E X;
(b) for each g E X*, the adjoint equation A*v = g has a unique solu-
tion v E Y*.
(ii) The homogeneous equation Au = 0 has exactly p linearly independent
solutions u1, . . . , u p for some finite p > 1. In this case,
(a) the homogeneous adjoint equation A*v = 0 has exactly p linearly in-
dependent solutions v1, ... , vp;
(b) the inhomogeneous equation Au = f is solvable if and only if the
right-hand side f satisfies (vj, f) = O for j = 1, ... , p;
(c) the inhomogeneous adjoint equation A*v = g is solvable if and only
if the right-hand side g satisfies (g, uj) = 0 for j = 1, ... , p.
Proof The result follows at once from Theorem 2.13 and the definition of the
index.
Hilbert Spaces
Let H be a vector space equipped with an inner product H, and denote the
induced norm by
IIullH= (u,u)H foruEH;

see Exercise 2.8. Recall that H is said to be a Hilbert space if it is complete
with respect to II II H. Remember also our convention that inner products are
conjugate-linear in the first argument.
For a general normed space X, given u E X and W C X, we call w E W a
best approximation to u from W if dist(u, W) = II u - w II x. Also, recall that the
set W is said to be convex if Au + µv E W whenever u, v E W and a., p. E [0, 1 ]
with I + p. = 1. The following property of Hilbert spaces turns out to have
important consequences.
Lemma 2.28 Suppose that W is a non-empty, closed, convex subset of a Hilbert

space H. For each u E H, there exists a unique best approximation to u from W.
Proof. Let d = dist(u, W), and choose a sequence v E W such that 11u -
vn II H -+ d. By the parallelogram law (Exercise 2.8),
II(um -U)+(U-vn)IIH+II(v,, -U)-(U-un)IIH

2IIvm -ull,+211u-Un1IH,
Hilbert Spaces 39
and this equation simplifies to give

(v
IIv,n H =2 uIIH + 2IIu - v,, IIX -4 111
v + u II'H.
Since W is convex, we have z (v,,, + E W, so
11 12
U II H > dist(u, W) = d,
and hence
11 V.,
- u,IIH < 2(Ilv,,, -up H -d2)+2(lly -ullH -d2).
Therefore, v,1 is a Cauchy sequence, and since W is closed, we deduce that
v -+ w for some w E W, with Ilu - wIIH = Ilu - v IIH = d, as
required.
To show uniqueness, suppose that wI, W2 E W satisfy
Ilu - W1 11H = d = IIu - W21111-
Using the parallelogram law as above, with v,,, and v replaced by wl and W2,
we find that
I1w1-w2IIH<2(I1w,-u11H-d2)+2(11w2-uIIH-d2)=0,
So W1=w2. O
We now focus on the special case when W is a subspace of H. Write u 1 v if

u and v are orthogonal, i.e., if (u, V) H = 0. More generally, for a subset W c H,
write ulWif (u,v)H=0for all vEW.
Lemma 2.29 Let W be a subspace of an inner product space H, and let u E H.

A vector w E W is a best approximation to u from W if and only if u - w 1 W.
Proof. Suppose that dist(u, W) = ll u - w II H, and let v E W. In showing that

(u-w, v) = 0, we can assume II v II H = 1. Since W is a subspace, w + v E W,
and so, with d = dist(u, W),
d2 < flu-(w+v)IIH = IIu-wllH-2Re(u-w,v)H+1

=d2-[Re(u-w,v)H]22+[1-Re(u-w,v)H]2
<d2-[Re(u-w,v)H]2,
giving Re(u - w, V)H = 0. Replacing v with iv, we have
0 = Re(u - w, iv)H = Re[i(u - w, v)H] = - Im(u - w, v)H,

showing that (u - w, V) H = 0, as required.
To prove the converse, suppose that u - w 1 W. For every v E W, we have
w-VEW so(u-W,w-v)H =0, giving
Ilu-vl12 = II(u-w)+(w-v)IIH
= Ilu-w112H+2Re(u-W,w-V)H+11w-v1lH
V112
= flu - wllH + 11w - > 11U - wpH.
Hence, d2 > flu - wllH, implying that dist(u, W) = IIu - wIIH
If W is a closed subspace of a Hilbert space H, then we can define P : H -+

H by Pu = w, where w E W is the best approximation to u from W. With the
help of Lemma 2.29, we see that P is linear, and that
P2=P, IIPIIG(H,H)=1, imP=W, kerP=W1,

where the closed subspace W1 = {u E H : u I W} is called the orthogonal
complement of W in H. Thus,
H=W® W.
The operator P is called the orthogonal projection of H onto W.
Given U E H, the inner product determines a bounded linear functional i 1u E
H*, given by
(tiu,v) =(u,V)H forvEH.

In fact, from the Cauchy-Schwarz inequality (Exercise 2.8),
I(u,v)HI IIuIIHIIvIIH, (2.5)
: H -+ H* is a conjugate-linear isometry.
we see that II c i u II H = II u II H, so L l
The next result, known as the Riesz representation theorem, shows that t] is
onto, and hence invertible.
Theorem 2.30 Let H be a Hilbert space. For each f E H* there exists a unique
u E H such that
(f, v) _ (u, v)H for all v E H.
Furthermore, 11 .f 11 H = 11 U 11 H
Hilbert Spaces 41
Proof Consider the closed subspace W = ker f . If W = H, then f = 0 and

so u = 0. Thus, we suppose that W # H, and choose uo E W1 with uo # 0.
Since uo 0 W, we have (f, uo) # 0. Put u l = (f, uo)-'uo so that (f, u l) = 1,
and observe that for every v E H,
(f,v-(f,Out) =(f,v)-(f, v)(f,u1}=0.

Therefore, U 1 E W -L and v - (f, v) u 1 E W, implying
0=(u1,v-(f,v)u1)H=(u1,v)-(f,v)IIu111H,
so u = 11U111 H2 u 1 has the required property. Uniqueness is immediate from
Exercise 2.9.
The Riesz representation theorem shows that we can make H* into a Hilbert
space by defining
(f, g)H' = (t1 1g, 11 1f)H,
and then obtain a conjugate-linear isometry 12 : H* H** given by
(12f, g) = (f, g)H
The composite map 1211 : H -+ H** is linear and invertible, with
(12t1u,f)=(t1u,f)H==(LI'f,u)H=(f,u).
Thus, 1211 coincides with the natural imbedding of H in H**, and we see that
every Hilbert space is reflexive. When H is equipped with a conjugation, the
norm in the dual space can be written as
I (f, u)I
11P H' = sup for f E H* and u E H.
00-EH IIuIIH
It follows that we can then define a linear isometry 1 : H --* H* by
(tu, v) _ (u, v)H for u, v E H,
or equivalently, (tu, v) _ (u, V)H. Using t, we can identify H with H*, ob-
serving that in this way the inner product coincides with the sesquilinear
form
We conclude this section with one other important fact about Hilbert spaces.
(See [106, p. 126] or [94, p. 233] for generalisations to Banach spaces.) Given
any sequence ul in H, if
(ui,v)H-+ (U, V)H foreachvEH,
then we say that the uj converge weakly to u in H, and write uj u in H.

Exercise 2.9 shows a weak limit is unique, when it exists.
Theorem 2.31 Let H be a Hilbert space. Every bounded sequence in H has a

weakly convergent subsequence.
Proof. Let uj be a bounded sequence in H. To begin with, we assume that

H is separable, i.e., we assume that there exists a countable dense subset
S = {v], v2, ...}. The Cauchy-Schwarz inequality shows that the sequence
of scalars (up vl)H is bounded, so there is a subsequence ui of uj such
that vI)H converges. Likewise, there is a subsequence u of u such that
(u , V2) H converges. Proceeding in this fashion, we obtain successive subse-
quences u!, such that v!)H has a finite limit as j -+ oo, for each
fixed k and l satisfying 1 < I < k. Hence, the diagonal subsequence u has the
property that lim j,c. V)H exists for each v E S. Since S is dense in H, and
since the u are bounded, Exercise 2.11 shows that u -- u.
Now drop the assumption that H is separable. We let Ho denote the closure
of span{u3 }, and let P denote the orthogonal projection of H onto Ho. Since Ho
is separable, there exists u E Ho such that (up v)H -+ (u, V)H for each v E Ho.
Hence, if v E H, then (ui, V)H = (ui, PV)H -+ (u, Pv)H = (u, V)H, or in
other words uj - u in H.
Coercivity
Consider a Hilbert space V and a bounded, sesquilinear form (D : V x V C.
Thus, '(u, v) is conjugate-linear in u, is linear in v, and satisfies
Ic(u, v)I < CIIuIIvIIVIIv foru, V E V.
We can therefore define a bounded, linear operator A : V -* V* by
(Au, v) = (D (u, v) for u, v E V.
Conversely, each bounded linear operator from V into V* determines a unique

bounded sesquilinear form on V. In this context, we do not identify V with
its dual V*, but we do identify V with its second dual V**, so the adjoint
Coercivity 43
A* : V -+ V * is given by
(A*u, v) = (u, Av) = (Av, u) for u E V and v E V.
We also define V : V x V - C, the adjoint of (D, by
4)*(u, v) = 4)(v, u),
so that c* corresponds to A*, i.e., (A*u, v) = c*(u, v).

Given f E V*, one can seek a solution u E V to the equation Au = f, or
equivalently, to the variational problem
(h (u, v) = (f, v) for ally E V. (2.6)
We say that (D and A are positive and bounded below on V if
Re 4(u,u)>CIIully foru E V.
Notice that Re *(u, u) = Re b(u, u), so 4 and A are positive and bounded
below on V if and only if the same is true of V and A*. In this case, we can
apply the celebrated lemma of Lax and Milgram [54].
Lemma 2.32 If the bounded linear operator A : V V * is positive and bound-

ed below, then it has a bounded inverse A-1 : V* V.
Proof Since cIIuIIv<Rec(u,u)<1c4(u,u)I=I(Au,u)I

we have an estimate of the form
Ilully ; CIIAu1Iv, foru c- V.
Hence, ker A = (0), and Corollary 2.2 shows that im A is closed. Likewise,
ker A* = (0), so in fact im A = V* by Theorem 2.13.
Combining Theorem 2.26 and Lemma 2.32, we immediately obtain the main
result for this section.
Theorem 2.33 If A = AO + K, where AO : V V * is positive and bounded

below, and K : V V * is compact, then A : V -+ V * is Fredholm with zero
index, and hence the Fredholm alternative holds for the equation Au = f.
If A* = A, or equivalently, if 1 * = 4), then we say that A is self-adjaim,

and that 4 is Hermitian. In this case, (Au, u) is real for all u E V, and if
(Au, u) > 0 for all u E V \ (0),

then we say that A is strictly positive-definite. Such an operator A determines
a new inner product and norm on V,
(u, v)A = c(u, v) and IIUIIA = (u, u)A
In many applications, (u, U)A can be interpreted as a measure of the ener

of the system whose state is represented by u, so is often called the
energy inner product associated with the operator A. The boundedness of A
immediately implies that the energy norm is weaker than the norm in V, i.e.,
II U II A < C II u II v, and it is easy to see that the two norms are equivalent if and
only if A is positive and bounded below on V. Thus, one can view the Riesz
representation theorem (Theorem 2.30) as a special case of Lemma 2.32.
Now consider two Hilbert spaces, V and H, such that V is a dense subspace
of Hwith
IIullH <_ Cllully forallu E V.
Assume that H is equipped with a conjugation inducing, by restriction, a conju-

gation on V. In particular, II u II v - II u II v as well as II u II H Il u ll H We identify
H with its dual H*, but do not identify V with V*. It will help to keep in mind
the standard example where H = L2(Q), and V is a closed subspace of the
Sobolev space H I (2).
With the assumptions above, the inclusion map V -+ H is bounded and one-
one with dense image. Consequently, the same is true for the transposed map
H = H* -* V*, as one sees from Lemma 2.10 and Exercise 2.5. Using the
transposed map to identify H with a dense subspace of V*, we write
VcHcV*,
and say that H acts as a pivot space for V. Note that the original meaning of
(u, v), as the inner product of the vectors u and v in H, is consistent with its
second meaning, as (u, v) for a functional u E V* and a vector v E V, i.e., the
two interpretations agree if u E V.
We say that 4) and A are coercive on V (with respect to the pivot space H) if
Re 4)(u,u)>cIIuII,-CIIUIIH foruEV. (2.7)
The next result then follows at once, as a special case of Theorem 2.33.
Theorem 2.34 Let H act as a pivot space for V. If 4) is coercive on V, and

if the inclusion map V -+ H is compact, then A : V -+ V * is a Fredholm
operator with zero index.
Elementary Spectral Theory

Suppose that X is a dense subspace of a normed space Y, and that A : X -+ Y
is a (possibly unbounded) linear operator. The resolvent set of A consists of
those ). E C for which the operator Al - A has a bounded inverse on Y, or,
more precisely, for which
1. Al - A : X -a im(,lI - A) is one-one and onto;

2. im(AI - A) is dense in Y;
3. II(AI-A)-'.fIlr <CIIfIlrfor f Eim(,I-A).
In this case, (), I - A)-' has a unique extension to an operator in £(Y, Y). The
complement of the resolvent set, i.e., the set of those A for which a bounded
inverse does not exist, is called the spectrum. We denote the spectrum of A
by spec(A).
If .t is an eigenvalue of A, i.e., if Ao = X0 for some non-zero 0 E X, then
E spec(A) because ker(XI - A) contains a non-zero element, namely, the
eigenvector 0. In fact,
ker(AI-A)={o EX : Aq=X¢}
is precisely the eigenspace corresponding to the eigenvalue A. In general, it can
happen that some elements of the spectrum are not eigenvalues of A.
Now suppose that H is a pivot space for V, take X = V and Y = V*,
and assume that A : V -+ V* is self-adjoint. The eigenvalues of A must be
purely real, and any two of its eigenvectors with distinct eigenvalues must be
orthogonal, as the following elementary arguments show. If Ao = A0 and
¢ # 0, then
'XIIo112 ()'O,
= (0, ?4) = (0, AO) = (AO, 0) = 0) =1110112,
so A i.e., A is real. Also, if A41 = A 14' and A402 = A24'2, with A l # A2,
then
(A1 -12)(01,02) = (1101, fit) - (4'i, X24'2) = (A4',, 02) - (0i, A4'2) = 0,
so (4'1, 02) = 0.
Next, we further restrict our attention to the case when V = H = V *, and
consider a compact self-adjoint operator K : H ->. H. The spectral theory for
such operators follows in a remarkably simple manner from the next lemma.
Here, and in the proof of the next theorem, II II always denotes either the norm
in H or the norm in £(H, H); no other norms occur.
Lemma 2.35 If K : H -+ H is compact and self-adjoint, then
(i) at least one of the numbers II K II and - II K II is an eigenvalue of K,

(ii) every eigenvalue of K lies in the closed interval [- IIKII, 11 K 11 ].
Proof We can assume that II K II > 0, because otherwise the result is trivial.
Choose a sequence uj in H such that
IIKuill - IIKII and Ilujll = 1.
On the one hand, the self-adjointness of K implies that
(K2uj, uj) = (Kuj, Ku,i) = II Kuj 112,
so
II K2uj - IIK112u; 112 = IIK2u1 112 -211K11211Ku;112+ 11K114
11KIl2(IFKII` - IIKu;ll2),
and therefore
K2u;-IIKIl2u;-+
0.
On the other hand, the compactness of K implies that, after passing to a subse-
quence uj,, there exists u E H such that
K2u;- -+ IIKIl2u.
Hence, II K II2uj' -+ II K II2u, so uj, --* u, and we have
K2u = IIKIl2u and (lull = 1,
which means that u is an eigenvector of K2 with eigenvalue 11K112. Finally,

since
(K + IIKII)v = 0, where v = (K - IIKII)u,
we see that either v = 0, in which case IIKII is an eigenvalue of K with

eigenvector u, or else v rA 0, in which case -11 K II is an eigenvalue of K with
eigenvector v. Thus, (i) holds, and (ii) follows at once from Exercise 2.15.
Recall that W denotes the closure of a subset W.

Theorem 2.36 If K : H -+ H is a compact, self-adjoint linear operator on a

Hilbert space H, then there exist (possibly finite) sequences of vectors 11x1,
f2, *3, ... in H, and of real numbers A1, µ2, µ3, ... , having the following
properties:
(i) Each irk is an eigenvector of K with eigenvalue g j.

(ii) The eigenvectors ii, *2, 'Y3, . .. are orthonormal.
(iii) The eigenvalues satisfy I A I I > Il.L21 > 1/131 > ... > 0.
(iv) If the sequences are infinite, then µj -+ 0 as j -+ oo.
(v) For every u E H,
Ku = µj (*j, u)*j,
i>1
with convergence in H when the sum is infinite.

(vi) We have the orthogonal direct sum decomposition
H=WE) kerK, where W = span[*,, f2, ...}.
In particular, if ker K = {0} then W is dense in H.
Proof Assume IIKII > 0, because otherwise the result is trivial. Note also
that if A is any non-zero eigenvalue of K, then the corresponding eigenspace
ker(AI - K) = ker(I - .X-1 K) is finite-dimensional by Theorem 2.19. Thus,
we have orthonormal bases *1, ... , *1i1 and *1+1, ... , *,,,, for the eigenspaces
associated with the eigenvalues II K II and -11 K 11, respectively. (It may happen
thatl=Oorm1,butm1 > 1.) Put
µ1=...=p.,=IIKII and 11t+1=...=µ,n, =-IIKII,
so that
K*jµj*j, (*i,*k)=Sjk and Iµ 1=IIKII forj,kE{1,...,in1}.

Let VI = span[*1, ... , *,,,, }, and observe that if u E Vi then Ku E V1 because
(Ku,*1)=(u,K*i)=Aj(u,*i)=0 forl < j <m1.

Hence, the restriction K1 = K) v, is a compact, self-adjoint linear operator
on VI L, and we claim that
IIKIII < IIKII.

Indeed, it is clear that II K1 II < II K II; suppose for a contradiction that 11 K, II =
11 K 11. By Lemma 2.35, K1 has an eigenvalue µ with I A I = II K II, so there exists
a non-zero vector * E Vi with K, i/r = it*. However, Ki/r = K, * = p4,, so
E V1, which is impossible because v, fl Vi = {0}.
If II K1 II > 0, then we repeat the construction above to obtain *j and p j
form, + 1 < j < m2 satisfying
Ki/rj = jt ij and (*j, *k) = sjk f o r j, k E (1, ... , m2},

with I µj I = II K, II form, + 1 < j < m2. Putting V2 = span(*,, ... , *"12 11 the
restriction K2 = K I v_ is a compact, self-adjoint operator on V2 , and
IIK211 < IIKiII.
There are two possibilities: either we can continue indefinitely, constructing an

infinite sequence of operators K1, K2, K3, ..., or else the process halts after
(say) r steps because II K, II = 0. In either case, it is clear that (i), (ii) and (iii)
hold.
To prove (iv), suppose that the sequences are infinite, and observe that
IIK'j/u'j - K1k/pk11 = 11 *j - *kll = 'A2- if j k,
so the sequence has no convergent subsequence. Since K is

compact, it follows that the sequence (*j/µ j=
ll*j/µjII - 00.
Next, for any u E H, if K1 exists then
m,
u = E(i/rj, u)i/rj + yr with v1 E V1-L,
j=1
where V, = span(*,,..., as above, and so

rn,
Ku = EAj(*j, u)*j + K1v1.

j=1
If II Kr II = 0 for some r, then we are done with the proof of (v). Otherwise,
IIKlv1II < IIKIIIIIv,II < IIKIIIIIull = Iµm,Illull,
so K1vt -+ 0 as l -+ oo, and again (v) holds.

Finally, consider. (vi). If U E ker K, then A j (*j, u) = (K*j, u) _ (*j, Ku)
0 and so (i/rj, u) = 0 for all j, implying (w, u) = 0 for all w E W, and hence
also for all w E W, i.e., u E W1. Conversely, if u E W1, then (ifj, u) =0 for
all j, so Ku = 0 by (v), i.e., u E ker K. Thus, ker K = W1.
Theorem 2.36 has its historical origins in the Hilbert-Schmidt theory of

integral operators with symmetric kernels. Our next result applies to self-adjoint
partial differential operators; see Theorem 4.12. In part (ii), the term "complete
orthonormal system" means that the Oj are orthonormal and span a dense
subspace of H; consequently,
00
u=E(Oj,u)¢j foruEH,
j=1
with the sum converging in H.

Theorem 2.37 Let H act as a pivot space for V, and assume that H is infinite-
dimensional and that the inclusion map V -+ H is compact. If the bounded lin-
earoperator A : V -+ V* is self-adjoins and coerci ve, then there exist a sequence
of vectors 4 , 02,.03, ... in V and a sequence of real numbers ,tt, A2, X3.... ,
having the following properties:
(i) For each j > 1, O j is an eigenvector of A with eigenvalue A.
(ii) The eigenvectors Oi, 02,403, ...forma complete orthonormal system in H.
(iii) The eigenvalues satisfy X I < A2 < A3 < ... with A j -+ oo as j -+ oo.
(iv) For each u E V,
Au = T,),j(0j,
00 u)oj (convergence in V*).
j=t
Proof Let the constant C be as in the coercivity bound (2.7), so that the
bounded, self-adjoint linear operator A + C : V -* V* is positive and bounded
below. By Lemma 2.32, the inverse (A + C)-' : V* -+ V exists and is bounded,
and the restriction K = (A + C)-' I v is compact from V into V, because the
inclusion V C V* is compact. The operator K is also self-adjoint with respect
to the energy inner product for A + C, because
(Ku, v)A+c = ((A + C)Ku, v) _ (u, v) _ (u, (A + C)Kv)

_ (u, Kv)A+c for u, V E V.
We apply Theorem 2.36, noting that *j = (A + C) K *j = A j (A + C) * and,

since the *j are orthonormal with respect to the energy inner product for A + C,
(trj, *k) _ ((A+C)Kifj, yak) = (AjO'j,*k)A+C =µj6jk.

In particular, A j = II *j II2 > 0, and we define
4j = 1
µj
*j and k=1
Aj
- C,
so that (0j, 4k) = Sjk and Aq5j = (A + C)1 5j - Ccj = Xjoj. The eigen-
functions ilrj, and hence also the Oj, span a dense subspace of V because
ker K = {0}. Parts (i)-(iii) now follow because V is dense in H, and A j .. 0
as j -* oo. Moreover, if u E V, then
00 00
,/,
u = j(1/rj, u)A+Cifj = E(4j, u)Oj, (2.8)
j=1 j=1
with the sum converging in V, and'since A : V -+ V* is bounded, we obtain

the expansion of Au in part (iv).
Corollary 2.38 If, in addition to the assumptions of Theorem 2.37, the opera-
tor A is strictly positive-definite, i.e.,
(Au, u) > 0 for all u E V \ {0},
then
(i) the eigenvalues are all strictly positive: 0 < a.1 < A2 < A3 < ...;
(ii) the operator A is positive and bounded below on V, and the energy norm
for A is given by
00
IIullA = (Au, u) =(AJJU)I2

11 fore E V;
j=1
(iii) the inverse operator A-1 : V* -f V exists and is bounded, self-adjoint

and positive and bounded below, with energy norm
1/2
(A-'f, f) = 1: X-
00
11f IIA = 1I(.pj, f)12 forf EV*.

j=1
Proof. The positive-definiteness of A implies that ,l j = (A¢ j, O j) > 0 for

all j. Since zero is not an eigenvalue of A, we have ker A = {0}, and hence
by Theorem 2.34 the inverse A-1 : V* -+ V exists and is bounded. By Exer-
cise 2.3, A-1 is also self-adjoint, and it is easy to see that A-1 is strictly positive-
definite. Thus, the two energy norms make sense and satisfy II U 11 A C II U II V
and II f II A < C II f II v.. Furthermore, since the sum (2.8) converges in V,
(f, u) = 1:00 (f,-0j)(0j, u) for f E V' and u E V.

j=1
Taking f = Au gives the formulae for (1 U II A and II f 11 A-1, because (f, 0j) _
(Au, g5j) _ (u, A0j) = Aj(u, Oj) and hence (0j, u) = Aj 1(0j, f). Finally, by
the Cauchy-Schwarz inequality,
oc
CIIfIIA-1Ilully,
I(f,u)1 < a 1/2(f, 0 1 ) A 2 ( 0 , u) _<
II f II C II II II V C II II A and
and bounded below.
Our final result can be viewed as a special case of the Fredholm alternative.
Corollary 2.39 Let k E C and f E V*, and consider the equation
(A -),)u = f,
where the assumptions of Theorem 2.37 hold.
(i) If l 0 (X 1, 12, A3, ... }, then the operator A - A : V --+ V* has a bounded
inverse, and the unique solution u E V is given by
u=(A-A)-, f=E(0j,.f4j
00
Xj - JL
j=1
(ii) If .l E (A1, ,X2, A3, ...}, then a necessary and sufficient condition for the
existence of a solution u E V is that
(0j, f) = 0 for all j with X j = X.

In this case, the general solution is
u- 1: ajoj +E (0j,f)0j,
xi=x Al 741
'Xj -'X
where the a j are arbitrary constants.
The infinite sums in parts (i) and (ii) converge in V.
Proof It is instructive to avoid making direct use of Theorem 2.27. Without

loss of generality, we can assume that A j > 0 for all j, as in Corollary 2.38.
Define a linear operator Bx by
Bx f = (0j) f)
x #z Aj -
and observe that B, : V* -+ V is bounded because, by Corollary 2.38,

),;I (0j, f)12
IVBxf ll v - 0,I(O;,
A Bxf)12 = Aj -'X
J=1 x;#x
2
A' f) 12
sup( j -'X )
x;5ex E
x,x
Aj 1I(0j, <- C11f112
Since the sums

w
(A - A)Bx f = B, (A - A)f = (0j, f)Oj and f = 1: (0j, f)'Oj
x,Ox ,i=1
converge in V*, we see that if A is not an eigenvalue of A, then Bx = (A - )')-1.

Assume now that A is an eigenvalue. If a solution u E V exists, then the
right-hand side f satisfies
(cbj, f) = (0;, (A - A)u) _ ((A - A)Oj, u)

= (A! - A)(0J,u) = 0 whenever A3 = A.
Conversely, if (0j, f) = 0 whenever Aj = A, then (A - X) B, f = f so Bx f is

a solution, and to complete the proof it suffices to show that
ker(A - A) = span( 1 : Aj = A). (2.9)
In fact, (A - A)u = 0 if and only if (0j, (A - A)u) = 0 for all j, and since
(0j, (A - A)u) = ((A - A)41, u) = (Ai - A)(4i,u),
we conclude that u E ker(A - A) if and only if u 1 4, whenever A! # A.

Hence, (2.9) holds because of (2.8).
Exercises
2.1 Show that for a normed space X to be complete it is necessary and suffi-
cient that, for every sequence uj in X, if the numerical sum EJ__1 IIuj I1x
Exercises 53
converges in R, then the vector sum E 'I u j converges in the norm of X,

i.e., there exists a u E X such that II u - . I u j Ilx --> 0 as m -k oo.
2.2 Let X be a normed space.
(i) Show that the vectors u I, ... , un E X are linearly independent if and
only if there exist functionals gi, ... , gn E X* such that
1 if j = k,
(gj, Ilk) = Sjk =
0 ifi 0k.
(ii) Show that with uj and g j as in (i), we can define a projection P : X -
X by
If
Pu = >(gj, u)uj for u E X.

j=1
(iii) Let V = span{u t, ... u } and w = n;=1 ker g j. Show that P is the
projection of X onto V, parallel to W.
(iv) Suppose that W is a closed subspace of X, and that the cosets u I+
W, ... , un + W form a basis for the quotient space X1 W. We may
therefore define functionals g1, . . . , g,, in (XI W)* by (9j, uk+W) =
Sj k . Show that any set of representatives {u 1, ... , un } must be linearly
independent, and deduce that
n
Pu=E(gj,u+W)uj
j=1
is the projection of X onto V = span {u1, ... , parallel to W.

2.3 Let A E £(X, Y), where X and Y are normed spaces. Show that A has
a bounded inverse if and only if Al has a bounded inverse, in which case
(A-I)t = (A')-
2.4 Let W be a closed subspace of a normed space X, and let E E (0, 1). Show
that each coset u+ W E X/W has a representative v E u+ W satisfying
(1- E)IIVIIx S H U + W ll x/w :5 llvllx
2.5 Let X be a normed space.

(i) Show that a subset W c X is dense if and only if W a = {0}.
(ii) Suppose now that V is a subset of the dual space X*.
(a) Show that if V is dense, then aV = {0}.
(b) Show that if aV = (0), and if X is reflexive, then V is dense.
2.6 Let X, Y and Z be Banach spaces.
(i) Show that if K : X -* Y and L : X -+ Y are compact, then so are
K+L:X Y and µK : X -a Y, for any scalar A.
(ii) Show that if A : X -* Y is bounded, and if K : Y -- Z is compact,
then KA : X -> Z is compact.
(iii) Show that if K : X -- Y is compact, and if A : Y -+ Z is bounded,
then A K : X --), Z is compact.
2.7 Assume that X and Y are Banach spaces.
(i) Show that if (I All c(x,x) < 1, then 1 - A : X X has a bounded
inverse, and
I
II(1- A)-' Ilc(x vi <
1- IIAIIc(x,x)
(ii) Show that if A E .C(X, Y) has a bounded inverse A-' E C(Y, X), and
if E E C(X, Y) satisfies II EII c(x,Y) < 1/IIA-' IIc(Y,x), then A + E
has a bounded inverse, and
IIA-' II c(Y,x)
II (A + E)-' II c(Y,x) <-
1 - IIA-' Ilc(Y,x)IIEIIc(x,Y)
(iii) Suppose that B E £(Y, X) is a two-sided regulariser for a Fredholm

operator A E £(X, Y). Show that if IIEIIC(x.Y) < 1/11 BJJc(yx), then
A + E : X -+ Y is Fredholm, and index(A + E) = index A.
(iv) Let t H A, be a continuous function from [0, 1] into £(X, Y). Show
that if A, is Fredholm for each t E [0, 1], then index A, is constant
for t E [0, 1], and in particular index Al = index A0.
2.8 Let H be an inner product space, and let u, v E H.
(i) Prove the Cauchy-Schwarz inequality (2.5). [Hint: first reduce to the
case when IIuIIH = IIVIIH =
(ii) Deduce the triangle inequality II U + V II H II U II H + II V II H
(iii) Prove the parallelogram law: II u + v II H + II u - v II y = 211 u II H +
2IIvIIH
2.9 Let H be an inner product space and let u E H. Show that if (u, v)H = 0
forallvEH,then u=0.
2.10 Let H be a Hilbert space.
(i) Show that if W is a closed subspace of H, and if P is the orthogonal
projection of H onto W, then P is self-adjoint, i.e., (Pu, V)H =
(u, Pv)H for all u, V E H.
(ii) Show that if P : H -+ H is a self-adjoint projection, and if W = im P,
then P is the orthogonal projection onto W.
Exercises 55
2.11 Let u j be a bounded sequence in a Hilbert space H.

(i) Prove that if the sequence of scalars (u1, v)H converges for each v
in a dense subset of H, then there exists a unique u E H such that
u j -k u in H, and moreover II u II H < lim sup Jam. II u J II H.
(ii) Prove that u j-u in H if and only if u j - u in H and II U j II H --> II u ll
2.12 Let H1 and H2 be Hilbert spaces.
(i) Show that if A : H1 H2 is bounded, and if uJ - u in H1, then
Au -k Au in H2.
(ii) Show that if K : H1 - H2 is compact, and if uJ - u in H1, then
AuJ
(iii) Prove (conversely) that if a bounded linear operator K : H1 -* H2
has the property that uJ -k 0 in H1 implies KuJ - 0 in H2, then K
is compact.
2.13 Suppose that V is a real Hilbert space, and that A : V -f V* is a bounded,
self-adjoint linear operator. Assume further that A is strictly positive-
definite. Let f E V*, and define the quadratic functional Jf : V -+ IR by
Jf(v) = !(A v, v) - (f, v).

i
(i) Show that if Au = f, then Jf(v) = Jf(u) +BV) 211v - u11A.
(ii) Show that Jf(v + Sv) = Jf(v) + (Av - f, + 1113V112 for all v,
SVEV.
(iii) Deduce that u E V satisfies Au = f if and only if Jf (u) = min Ev
Jf(v).
2.14 Suppose that b is a bounded sesquilinear form on a Banach space X.
Show that if 4) is positive and bounded below, then X is in fact a Hilbert
space. [Hint: consider (u, v) = 1(u, v) + (D(v, u).]
2.15 Let A : X -+ X be a bounded linear operator on a Banach space X. Show
that if It E C satisfies lµ l > II A Ilc(x.x), then the operator AI - A : X -
X has a bounded inverse.
2.16 Let K : H -- H be a compact, self-adjoint linear operator on a Hilbert
space H, and let it,, /12.... and *1, *2, ... be the eigenvalues and eigen-
vectors of K, as given by Theorem 2.36. Suppose also that K is strictly
positive-definite:
(Ku,u)>0 foruEH\(0),
and define V to be the Hilbert space obtained by completing H in the
energy norm
1 /2
/T
Ilully= (Ku,u)= (/.LJl(*J. u)12

J=1
(i) Show that the inclusion map H -> V is compact with dense image.
Deduce that V* C H C V, i.e., H is a pivot space for V*.
(ii) Show that K has a unique extension to a bounded linear opera-
tor K : V -* V*, and that this extension has a bounded inverse.
(iii) Obviously, i/,j E V for all j, and µ, > µ2 > ... > 0. Show that
Ku = EAj(*r, u)'/ij for U E V,

j=1
with the sum converging in V *.

2.17 Let H act as a pivot space for V, and let A : V -+ V* be a self-adjoint,
Fredholm operator with index zero. Define Vo = V fl (ker A)1, where I
means the orthogonal complement in H.
(i) Show that V = Vo ® ker A and V * = im A ® ker A, where the direct
sums are orthogonal with respect to
(ii) Let A0 = AI V., and show that A0 : Vo -+ Vo im A is invertible.
(iii) Show that if, in addition, A is coercive and (Au, u) > 0 for all
uEVo\(0),then
(Au, u) > c II u 11 v for all u E Vo.
and thus A0 is positive and bounded below on V0.

3
Sobolev Spaces
In the context of variational methods, one naturally seeks a solution to a linear

second-order elliptic boundary value problem in a space of functions that are
square-integrable and have square-integrable first partial derivatives. Physically,
the functions in such a Sobolev space typically represent the system states
for which the total energy is finite. Before commencing our study of elliptic
problems, we shall therefore treat Sobolev spaces as a separate topic. Liitzen [61]
discusses the historical developments that led to the modem ideas of weak or
distributional derivatives, on which the theory of Sobolev spaces is built; see
also Dieudonne [19, pp. 248-252].
The first four sections of this chapter cover relevant parts of the theory of
distributions and Fourier transforms. The reader will need to understand this
material at a practical level before proceeding any further. Next, we define
the Sobolev space Wp(2) based on Lp(Q), for 1 < p < oo, but soon focus
almost exclusively on the case p = 2. The space HS(R"), which coincides
with WI (RI) = W2 (R"), is then defined via the Fourier transform in the usual
way, and after that we introduce HS (0) and HS (0) for a general open set cZ C
". We go on to develop the standard density, imbedding, duality and trace
theorems, mostly assuming that c2 is a Lipschitz domain. The classical reference
for this theory is Lions and Magenes [59]; however, our approach is more
along the lines of Chazarain and Piriou [14, Chapter 2]. For results on Sobolev
spaces WP (0) with p # 2, we refer to Adams [2], Bergh and Lofstrom [5]
and Grisvard [34]. Only one result in this chapter is not completely standard: a
theorem of Costabel [ 14] stating that, for a Lipschitz domain 0 with boundary r,
the trace operator is bounded from HS(SZ) to H-1/2(F) for 2 <s < (not
just for 2 < s < 1). This fact will be used when we consider the mapping
2
properties of boundary integral operators.
57
58 Sobolev Spaces
Convolution
In this section only, SZ may be any (Lebesgue) measurable subset of R" (n > 1)
with strictly positive measure; throughout the rest of the book, cZ is always
assumed to be open. The Banach space L p (St) is defined in the usual way, with
I/p
IIIIL,,(n) = (
\ sz
f Iu(x)Ipdxl
/
) for l < p < oo,
and with II u II La, (ca) equal to the essential supremum of u over Q. We define
(u, v)n = I u(x)v(x) dx

J
whenever the integrand belongs to LI (S2), and usually just write (u, v) if 0 =
W. Let p* denote the conjugate exponent to p, i.e.,
1 1
P+P**=1, (3.1)
and recall Holder's inequality:
I(u, v)SZI < IIUIIL,.M)IIVIIL,,(sz) for 1 < P:5 00.

By Exercise 3.1,
I(u, V) S21
IIUIIL'.(c) = sup for U E Lp.(2) and 1 <p < oo,
O#vEL,,(1) IIVIIL,,(fa)
(3.2)
so L . ( 7 ) is isometrically imbedded in the dual of L p (0). In fact,
Lp.(S2) = [L p(c2)]* for 1 < p < oo (but not p = oo); (3.3)
see Yosida [106, p. 115].

If the (measurable) functions u and v are defined on the whole of R", then
we define their convolution u * v by
r
(u * v)(x) = u(x - y)v(y) dy
J
whenever the integrand belongs to L I (W). Convolution turns out to be a very
effective tool for approximating non-smooth functions by smooth ones, a tech-
nique that we shall use repeatedly. The substitution y = x - z shows that
(u * v)(x) exists if and only if (v * u)(x) exists, in which case they are the
same. Thus, convolution is commutative:
v*u=u*V.
Convolution 59
The following theorem gives simple criteria for the existence of the convolution.
Theorem 3.1 Let 1 < p < oo, 1 < q < oo and 1 < r < oo, and suppose that
-+-=1+-.
1
p q r
1 1
(3.4)
If u E LP (lR") and v E Lq (R"), then u * v exists almost everywhere in ]R" and

belongs to Lr(]R" ), with
RR"
IIu * VIIL,.(R") < II1IIL,(R") (3.5)
Proof. First note that if p = q = r = 1, then
J J lu(x-Y)v(y)Idydx= f v(Y)I(fR Iu(x-y)Idx)dY
=f "
Iv(Y)IIIuIIL,(R")dy = IIuIIL,(R'1)IIVIIL,(R"),
so u * v exists almost everywhere and belongs to L i (]R"), and (3.5) holds.

Now let u E La (R"), v E Lq (1R") and 0 E L,.. (W), for p, q and r satisfy-
ing (3.4), with r > 1. Assume first that u, v and 0 have compact supports, and
so belong to L 1 (R). Since 1 l p + l /q + 1/r ; = 2, if we put ilr (x) (-x),
then by Exercises 3.2 and 3.3,
I(u * v,4)I = I(u * v * c)(O)I <- IIuIILp(R")IIUIILq(R")II1kIIL,*(R")

= IIuIILp(R")I IVIILg(R")IIOIIL,*(R")
Now drop the assumption that u, v and 0 have compact support, define
1 if Ix I < j,
Xr (x)
0 if Ix I > j,
and put uj = X1 u, vj = Xjv and ¢j = Xj 4,. Since
(I1J I * It; 1, I4) I) -< IIuj IIL,,(R") III; IILq(R")II4); IIL,.(R")
< IIuIILp(R")IIVIILq(R")II4IIL,.(R")
for all j, the monotone convergence theorem implies that
I(u * v, 4))I _< (lul * Ivl, I4I) <_ IIuIIL,,(R")IIvIILq(R")II4IILrs(R"),
giving the desired bound for 11U * V II L,. (R") D

60 Sobolev Spaces
Taking r = oo in (3.4), we see that u * v is bounded if u E L p (IR") and

v r= L. (IR"). To prove a stronger result, we introduce the p-mean modulus of
continuity,
p 1/p
cvp(t,u)=sup(J lu(x+h)-u(x)Ipdxl fort>0 and
Ihl<r Ilk" /
1 < p < oo. 3.6)
It can be shown that, for 1 < p < 00, if u E L p (IR" ), then cop (t , u) 0
as t J, 0.
Theorem 3.2 Let I < p < 00. If U E L p (IR") and V E L p. (IR"), then u * v
is uniformly continuous on IR". If, in addition, p 1, then (u * v)(x) -* 0
as I x l -+ oo.
Proof By Holder's inequality,
I(u*v)(x)-(u*v)(Y)I = [u(x - z) - u(y - z)lv(z) dz

IRIS
< wp(Ix - YI, u)IIvIILP.(R'),
so u * v is uniformly continuous on W. Assume now that p 1, and let c > 0.

Since p and p* are both finite, there exists R > 0 such that
f
yl>R
u(Y)Pdy < Ep and J
yl>R
v(Y)I'dy < E',
and by Holder's inequality,
I(u * v)(x)I u(x - y)v(y) dy u(x - Y)v(Y)dy

flyl>R
1/P
< ( Iu(x - y)IpdY) IIVIIL,,.(tt.-)
Iyl<R
1/p'
+ IIUIIL,(R") (LI>R v(y)P' d)
1/p
< (fly-xl<R lu(Y)Ip dY) IIUIILN(R")E.
Iflxl>2Randly-xl <R,then lyl?Ixl-Ix-yl>2R-R= R. Thus,

KU * v)(x)I < EIIvllLp.(R") + IIUIILn(R")E for Ixl > 2R,
andso(u*v)(x)-*OaslxI oo.
Differentiation 61
Differentiation
Let S2 be a non-empty open subset of R". If a function u : Q -* C is sufficiently
smooth for them to exist, then we denote the partial derivatives of u by
'a I an
aau(x) ...
(ax, (ax")u(x),
where a = (al, ..., a,,) is a multi-index, i.e., an n-tuple of non-negative inte-

gers. The order of the partial derivative aau is the number
lad = al + ... + a",
and we put
u(k)(x;
(3.7)
Y)
lal=k
a 8,U(X)Y"
where a! = a1 ! . a,,! and ya = y;' yin. In this way, Taylor's formula may
be written as
k
u(x + y) = 1 u1i)(x; y) + 1
k! J0 (1 - t)kulk+i)(x + ty; Y) dt;
1 (3.8)
I!
see Exercise 3.5.
For any integer r > 0 we let
Cr(S2) = (u : 8'u exists and is continuous on S2 for jaI < r),
and put
C°°(Q) = n cr(ci).
r>0
The support of u, denoted by supp u, is the closure in S2 of the set (x E 0

u (x) 0 0}. If K C= SZ, i.e., if K is a compact subset of 0, then we put
CK (0) _ {u E Cr (0) : Supp U C K} and CK (Q) = I I

CK (S2).
r>O
Next, we define
Ccomp(S2) _ {u : u E Cr (S2) for some K C 0}
and
C mp(0) _ {u : u E CK (0) for some K C= c }.
Exercise 3.6 gives some examples of compactly supported C°O functions.

62 Sobolev Spaces
We now show that differentiation commutes with convolution; see also

Exercise 3.10.
Theorem 3.3 Let r > 0 and 1 < p < oo. If U E Ccomp (R") and V E Lp (R),
then u * v E Cr (R") and
aa(u*v)=(a1u)*v
for lot I < r.
Proof The case r = 0 follows from Theorem 3.2. Suppose r = 1, and consider
the difference quotient with respect to the Ith variable,
u(x + he,) - u(x)

A, hu(x) = for l < 1 < n and h
'h
where e,, ... , e" are the standard basis vectors for R". It is easy to see that
01,h (u * v) = (A1,,, u) * v, so for every x E IR
11
I[o1,h(u * VA(x) - [(81u) * ul(x)I = 1[(A1,hu - a1u) * vl(x)I

III/Au - a,uIIL,,.(R")II IIL,,(R,').
Since u is C1 and has compact support, we have Dj,i,u -> aju in Lp.(R"), and
thus 81 (u * v) = (a1u) * v. A simple inductive argument proves the result for
the general case r > 1.
The connection between convolution and approximation by smooth func-

tions, mentioned earlier, comes about via the following construction. Let * E
Cop (R") satisfy
*>0onIlk", *(x)=0forIx1> 1,
Jf *(x)dx=1;
(3.9)
such a function exists by Exercise 3.6. We define
kE(x)_e' r(E-lx) forxER" and E>0, (3.10)
so that, as one sees via the substitution x = Ez,

r
`YE> 0 on R", *E(x)=0 for Ixl>E, *,(x) dx = 1.
J
These properties of 'VE mean that (`YE * u)(x) is a kind of local average of u
around x, and for this reason 'YE * u ti u when c is small.
Differentiation 63
Theorem 3.4 Let 1 < p < oo. If `/. E is as above, and if u E L p (R" ), then
11 *c * uII Lp(1R") < IIUIIL,,(R") and II'/'E * U - uII L,(R") < co,,(, Eu),
so VE * u u in Lp(R") as e 4. 0.
Proof. Since 11 *E IIL,(R") = 1, we see from Theorem 3.1 that
IIi *UIILn(R") < II1IreIIL,(R")IIUIILp(R") = IIUIIL,,(R")

Also,
'- * u(x) - u(x) = u * 'VE(x) - u(x) 0,.,

0,., (Y) dY
R"
and so, for any 0 E L p. (W'), Holder's inequality implies that
I(*E*u-u,0)I =I fYISe R*E(Y) f [u(x - y) - u(x)]O(x) dx dy

I
'Y E(Y)Wp(E, u)IIOIILr,+(R^) dy = Wp(E,

J Y1 <E
and the desired estimate for ikE * u - u follows.
Corollary 3.5 If I 1/j and Ixj < j).

Let U E L(), define U j E L(R) by
u(x) if x E Kj,
u (x) =
0 ifx E1R' \Kj,
and consider the function uj,E = YkE * u j. Theorem 3.3 shows that U j., E
C a ,p(R"), Exercise 3.4 shows that
supp u j,E C Q if E < dist(K1, R" \ 0),

and by Theorem 3.4
Iluj.E - UIILE,(c2) S IIUE.j - uj IIL,(R1') + IIuJ - uII L,,(s )

< Wp(e, U j) + IIuIIL,,(Q\KJ)
64 Sobolev Spaces
Since II U II L,,(s,\K) --). 0 as j -+ oo, and since cop (E, uj) -* 0 as c -* 0 for
each fixed j, the result follows.
We can also use convolution to smooth out the characteristic function of a set.
Theorem 3.6 Let F be a closed subset of R". For each E > 0, there exists
XE E C°°(R') satisfying
XE (x) = 1 if x E F,
0 < X, ,(x) < 1 and I aaXE (x) I < CE-IaI if 0 < dist(x, F) < E,
XE (x) = 0 if dist(x, F) > E.
Proof Define vE E L°O(]R") by
J1 if dist(x, F) < E,
VE(x)
0 if dist(x, F) > E,
so that vE = I on a neighbourhood of F, and choose 1/r E C mp(R) sat-
isfying (3.9). With the help of Exercise 3.4, one sees that the function XE _
*E/a * VE/2 has the required properties.
Schwartz Distributions
A (measurable) function u : 0 -* C is said to be locally integrable if u is
absolutely integrable on every compact subset of Q. We denote the set of all
such functions by L1,1oc(52). The following observation is the starting point for
the theory of distributions.
Theorem 3.7 If u, v E L1,10 (0) satisfy
1 u(x)q(x) dx = J v(x)o(x) dx for all O E C mp(S2),

then u = v almost everywhere on Q.
Proof. Let K C= 52, and choose an open set 521 such that K C= S21 c S21 Cc Q.
We define f E L1(R") by
u(x) - v(x) if x E 521,
J
f(x)= 0 ifxER"\521,
and let 'YE be as in Theorem 3.4. There is an co > 0 such that if x E K
and 0 < E < co then (x - -) E C mp (521) and therefore (Vi, * f) (x) =
Yk E
(f, *E(x - .))tt,, = (u - v, 'YE(x - .))a = 0. Since '/FE * f -* f in L1(R"),

it follows that f = 0 almost everywhere on K, i.e., u = v almost everywhere

on K. 0
Theorem 3.7 shows that a locally integrable function u is uniquely determined
by its associated linear functional 4) H (u, 0) a. We wish to introduce a larger
class of linear functionals on C,'O.P (0). Following the notation introduced by
Schwartz [92], put
E(Q) = V(S2) = C mP(S2),
C°O(S2), DK(S2) = CK (S2),
for any K C= Q. Since we want our functionals to be continuous in an appropriate

sense, we now define convergence of sequences in each of these function spaces.
No deeper properties of the underlying locally convex topologies will be used;
cf. [106].
Let (4j) J _ , be a sequence in E (S2). We write
cj -+ 0 in S(Q)
if, for each compact set K and for each multi-index a,
8'Oj -* 0 uniformly on K.
When, for a fixed K, this condition holds for all a, and in addition supp c! c K
for all j, we write
cj - 0 in DK (S2).
Finally, 4j 0 in D(7) means that 4j -+ 0 in DK(S2) for some K C= 0. Con-

vergence to a non-zero function is then defined in the obvious way. For instance,
cj --* ¢ in DK (0) means ¢ E DK (0), 4j E DK (0) for all j, and ¢j - 4) -3 0
in DK (S2).
Consider an abstract linear functional f : D(52) - C. For the moment, we
write e(0) to denote the value off at ¢ E D(S2). If f is sequentially continuous,
i.e., if for every sequence ¢j in D(S2),
c1 -* 0 in D(S2) implies t(4 f) -+ 0,
then t is called a (Schwartz) distribution on Q. In this context, the elements

of D(Q) are referred to as test functions on 0. The set of all distributions on S2
is denoted by D*(0).
Associated with each u E L 1,1 (0) is the linear functional to defined by
(Lu)(4)) = (u, 4))c for 0 E D(S2). (3.11)

66 Sobolev Spaces
It is clear that to : D(7) -f C is sequentially continuous, and hence a distribu-

tion on 92. Furthermore, Theorem 3.7 shows that the linear map i : L 1,1"C (0) --+
D*(S2) is one-one. Hence, we may identify u with tu, and thereby make
L1,1oc(92) into a subspace of D*(92). Those distributions that are not locally
integrable can then be viewed as generalised functions.
As an example, fix x E R", and let E E D*(92) be the associated point
evaluation functional defined by
f(0) = 0(x) for 0 E D(R").
It is not possible to represent this e by a locally integrable function. To see why,

suppose for a contradiction that £ = to for some u E L1.1oc(R"). It follows
from Theorem 3.7 that u = 0 almost everywhere on R" \ (x}, and since the
set (x) has measure zero, this means that u = 0 almost everywhere on R".
Hence, ¢(x) = (u, 4)) = 0 for all 0 E D(R"), a contradiction. Following the
convention introduced by Dirac, we denote the point evaluation functional for x
by S., or in the case x = 0, just by S.
In keeping with the philosophy that distributions are generalised functions,
we henceforth write (u, 0) n for the value of u E 'D* (0) at 0 E D(92), whether
or not u is locally integrable on 0. If 92 = R", then we usually omit the subscript,
and just write (u, 0); for instance,
(S. ,0) =0(x) for0 E D(R").
Suppose that 921 is an open subset of 0, and for any ¢ E D(921) let E
D(92) denote the extension of ¢ by zero. For any distribution u E D*(92) the
restriction u I n, E D* (921) is defined by
(uIn,, 0)si, = (u, )st for 0 E D(9Z1).
We say that u = 0 on S21 if u I a, = 0, and define supp u to be the largest

relatively closed subset of Q such that u = 0 on n \ supp U. If U E L1,1,, (92),
then the distributional support of u is the same as its essential support as a
function, i.e., supp u is the largest closed set such that u = 0 almost everywhere
on S2 \ supp u.
We define E*(92) in the obvious way, i.e., a linear functional u : E(Q) -+ C
belongs to E* (Q) if it is sequentially continuous: (u, 4 )n -+ 0 whenever
¢J -} 0 in E(92). Exercise 3.8 shows that the inclusion D(92) g E(S2) is
continuous and dense, so E*(92) S; D*(92). In fact, we can characterise E*(92)
as follows.
Theorem 3.8 The space E* (S2) coincides with the space of distributions having
compact support, i.e.,
E* (Q) = [U E D* (0) : supp u C= S2).
Proof Suppose that u E D*(S2) and supp u C= S2. By Theorem 3.6, there is
a X E D(l) with X = 1 on a neighbourhood of supp u. We define a linear
functional ii on E(52) by putting
for ¢ E E(SZ),
and claim that
(i) O; -+ 0 in E(S2) implies (u, c;)Q --). (u, O)g;

(ii) (il, ¢)o = (u, O)n for ¢ E D(S2).
Together, these facts mean that u = u E E* (S2) when E* (S2) is viewed as a

subspace of D*(S2). We remark that u does not depend on the choice of X.
To prove (i), assume Oj --+ 0 in E(0). It follows at once that XOj XO
in D(cz), so (u, oi)n = (u, XOi) - (u, xO)si = (u, 0)cz.
To prove (ii), assume ¢ E D(S2). Since (1 - X)0 = 0 on a neighbourhood
of supp u, we have (u, (I - X)0)a = 0 and therefore (u, 0) _ (u, 0) 52 -
(u, (1 - x)O)si _ (u, A2.
Conversely, let u E E*(S2), and suppose for a contradiction that supp u is
not compact. Choose an increasing sequence of compact sets KI c K2 c .. .
with S2 = U,° , K j, then u I a\KJ # 0 for all j. Thus, we can find 4 E V (S2)
such that (u, cj)n = 1 and supp4J Cc n \ K3. It follows that t -+ 0 in E(S2),
so (u, /j)n 0, a contradiction.
The restriction map u r-+ u In, is just one of many linear operations that
can be extended from functions to distributions. For instance, to define partial
differentiation of distributions one formally integrates by parts:
(ac'u, cn = (-1)I0" (u, aacc for u E D*(S2) and 0 E D(0).
Here, the sequential continuity of 8au follows at once from the fact that if
¢j 0 in D(S2), then 8a0j ->- 0 in D(S2). Also, we define the complex
conjugate u E D*(S2) of U E D*(S2) by
(u, 95) = (u, 0) for 0 E D(S2),

68 Sobolev Spaces
and we generalise the meaning of the inner product in L2(0),
(u, On = u(x)v(x)dx,
Jsi
by putting
(u, 4)n = (u, ¢)n for u E D*(0) and 0 E D(S2).
When S2 = l(8", we just write (u, 0). The convolution of a distribution with a
test function is defined in the obvious way,
(u * 0)(x) = (u, i0(x - )) forx E R1, U E D*(R") and 0 E D(R").

(3.12)
Thus, in particular, S * 0 _ 0, or formally fyt. 8(x - y)o (y) dy = 0(x), so we

can think of 8(x - y) as the continuous analogue of Kronecker's Stk. Finally,
multiplication of a distribution u E D*(S2) by a smooth function * E COO(Q)
is defined by
(ifu, q )n = (u, *0)j2 for0 E D(S2).
In each of the above examples, Theorem 3.7 guarantees that the generalised
concept is consistent with the classical one. For instance, if the classical partial
derivative aj u exists and is locally integrable on 0, then 8i (cu) = c (a; u), where
i is the imbedding defined in (3.11).
Distributions are a powerful conceptual tool for the study of partial differ-
ential equations, and provide, in particular, a very effective system of notation.
Fortunately, we shall require few technical results from the theory of distribu-
tions. However, the following fact will be used.
Theorem 3.9 Suppose that u E D* (0) and X E Q. If supp u C (x }, then for

some m > 0,
u = E ac a"3,, on 0,
1" I <n,
where the coefficients are given by a" = (-1)I"1 (u, (. - x)') /a!.
Proof Denote the open ball with centre x and radius c > 0 by
BE(x)=(YER" : IY - xI < E},
and choose co > 0 such that the closed ball K = B,,,(x) is a subset of 0. By
Exercise 3.9, there exists an integer m > 0 such that
I (u, ¢) I < C 1] sup 18"4) I for 0 E DK (S2). (3.13)

laI<n, K
Given an arbitrary 4) E E(S2), we write the Taylor expansion of 0 about x

as 0 _ 01 + 02, where
41(Y) _
m
li 0(j) (X; Y - x) _ a"4)x)(Y - x)a
J=l
j! la15,n
a
and
02(Y) = m! f(l - t)m(x + t(y - x); Y - x) dt.

Since (u, 0) = (u, 01) + (u, 02) and
(u, 01) _ 1(u,

e
e"4)(x)( -x)a) (-1)10'Iaa8"46(x)
I"I 5,n d la l <m
aa(8*3 ,
laI<m
it suffices to show that (u, 02) = 0.

By Theorem 3.6, we can choose a function X E C°°(R") such that x (y) = 1
for IYI < 2, and x(y) = O for iyl > I. Define XE(Y) = X(E-,(y -X)) so
that XE = 1 on B,/2 (x), and xE = 0 outside BE(x). Hence, (1 - 0
on a neighbourhood of suppu = {x}, so (u, (1 - XE)42) = 0 and therefore
(u,102) = (u, [x + (1 - XE)14)2) = (u, Since laaXEI < CE-I"l and
18014611 < CE"'+1-lal
on B, (x), the estimate (3.13) implies that
I (u, 02)1 < C E sup Ia"(xE4)2)I < C E Elal-m sup 18"4)2(Y)i < CE
lal5nn K lal<m lY-1:5's
for 0 < e < Eo. Thus, (u, 02) = 0, as required. 0
Fourier Transforms
To motivate the definition of the Fourier transform, we begin with some heuristic
remarks on multiple Fourier series. Given L > 0, we say that a function u
1[8" -> C is L -periodic if
u(x + kL) = u(x) for x E R" and k E V,

or in other words, if u is L-periodic in each of its n variables. We can think of
70 Sobolev Spaces
such a function as being defined on the additive quotient group TL = R" / (L7G" ),
and introduce the L2 inner product
(u, v)T = u(x)v(x) dx,

J
where integration over TL just means integration over any translate of the
cube (0, L)". Using separation of variables, we can easily find the normalised
L-periodic eigenfunctions of the Laplacian (1.1): for k E Z", the function
'bk(x) = satisfies
-Aok = (27rIkI)2k on TL,
and II0kIIL2(rL) = 1. Since -0 is self-adjoint, we expect from Theorem 2.37

that the Ok will form a complete orthonormal system in L2(TL). Thus, for a
general L-periodic function u, we should have
1L"
u(x) = 1: (Ok, u)r bk(x) =
uL(kIL)e'22r(k/c).X,
(3.14)
kEZ" kEZ
where
UL( ) = e-ibrg-xu(x)dx.
JaI
The analogous expansion for a non-periodic function can be viewed as arising
in the limit as L -+ 00. If U E L 1(1R' ), then we define its Fourier transform u =
2u by
u(t;) _ x {u(x)) = fp dx fort E

!lam"
and expect from (3.14) that, under appropriate conditions, u = .F*u, where.F*
is the adjoint of the integral operator T, i.e.,
u(x) _ -,x{u(t)} = f (3.15)
for x E W. In fact, we can readily prove the following.
Theorem 3.10 If both u and u = 'Fu belong to Li(R"), then the Fourier
inversion formula (3.15) is valid at every point x where u is continuous.
Proof. Let *(x) = e-"1"12 and `YE (x) = E-"* (e -'x). Exercise 3.11 shows that
1/r is invariant under the Fourier transform: F* = 1/r = -7-1*. Therefore, by
Exercise 3.12, j and .F*1i E _ 'YE In other words, the inversion
formula is valid for *E, implying that
d = d
J
R11 fR. Cfa l.
= fit" u(Y) J d dY
f,u(Y)*E(x - Y)dy
Since 7' 1f 1 as c y 0 for each E IR", we deduce from the

dominated convergence theorem that
fRna(')ei2' d = lim(1/*E * u)(x).

E10
(3.16)
Assuming u is continuous at x, let co > 0 and choose So > 0 such that

Iu(x - y) - u(x)I < co for IYI < So. Observe that fR YE(Y) dy = E(0) = 1,
so for 0 < E < co,
f [u (x - y) - u(x)]*E(Y)dy
Iu(x - y) - u(x)IfE(Y)dy
lyl<&o
+ fyl>-So
Iu(x - y) - u(x)I*E(y) dY
< Eo f *e (Y) dY
+ (f
\ at^
Iu(x - y) - u(x)I dy) sup *E(Y)
lyl?ao
"(60/E)'
Eo +2IIuIIL,(R^)E-"e
and the result follows at once from (3.16). 0
Corollary 3.11 If both u and u are continuous everywhere and belong to

L 1(IR!1), then.F*.Fu = u = .F.F* u.
72 Sobolev Spaces
We now consider the actions of .7 and 1* on the Schwartz space of rapidly

decreasing, C°° functions,
8(W1) E C°°(R") : sup Ix"afl¢(x)I < oo

XER"
for all multi-indices a and }.
Sequential convergence in this space is defined by interpreting the statement
¢j -+ 0 in S(R't)
to mean that, for all multi-indices a and 0,
x"0O(x) -+0 uniformly forx E R".

Elementary calculations show that if 0 E S(R"), then
and F:,,g[(-i27rx)"O(x)}
(3.17)
so the Fourier transform defines a (sequentially) continuous linear operator
.F : S(R") -* S(R").
Moreover, by Corollary 3.11, this operator has a continuous inverse, namely

the adjoint.1'' : S(R") -* S(R").
By Exercise 3.8, the inclusions D(R") C S(RI) C E(R") are continuous
with dense image, so we have
E*(1(g") c S*(R") c D*( ),
and the elements of S*(R"), i.e., the continuous linear functionals on S(IR'1),
are called temperate distributions. A sufficient condition for a function u E
LI,,,,(R") to be a temperate distribution is that it is slowly growing: u(x) _
O (Ix I'') as Ix I -+ oo, for some r. The formulae
(J u, 0) = (u, TO) and (.F*u, ') = (u, F 4 )
are obviously valid if both u and 0 belong to S(R"), and serve to define exten-
sions
S* (R") -). S*(R") and J'" : S* (R") -> S*(k8")
We also have the following result, known as Plancherel's theorem.

Sobolev Spaces - First Definition 73
Theorem 3.12 The Fourier transform and its adjoint determine bounded linear
operators
n
.F: L2(R") -a L2(R") and F* : L2(R") -+ L2(
with .F-' = .F". Furthermore, these operators are unitary:
(.Fu, .Fv) _ (u, v) = (.F*u, .F*v) for u, v E L2(Il8").
Proof. If u, v E S(R"), then (.Fu,.Fv) = (.F*.Fu, v), and .F*.Fu = u by

Corollary 3.11, because u E S(W) c LI(W), so (.Fu, Fv) = (u, v). In par-
ticular, taking v = u, we see that II.FuIIL2(Rn) = IIuIIL2(RI) for U E S(Rn).
Corollary 3.5 implies that S(R") is dense in L2 (R"), so F has a unique exten-
sion from S(R") to a unitary operator on L2(Illi"). Furthermore, this extension
satisfies (.Fu, 0) _ (u,.Fo) for all ¢ E S(lR"), consistent with the definition
of Fu as a temperate distribution. In other words, the extension from S(R")
agrees with the restriction from S*(If8"). Similar arguments yield the same re-
sults for .F*. O
Corollary 3.13 The Fourier transform preserves the L2-norm: III fIL,(R'") _
IIuIIL2(1R")
V) W) =
Ja
Another important fact about the Fourier transform is its effect on convolu-
tions: if u, v E L (Ilk") then
J u(x - y)v(Y)dydx
f f e-1br(x-y)-4u(x - y)
aw
= h()v()
J
dy
Sobolev Spaces - First Definition

Suppose I < p < oo, and let 0 be a non-empty open subset of R". The Sobolev
space WP' (n) of order r based on Ln(S2) is defined by
Wp(E2) = {u E Lp(Q) : 8Yu E L,(c2) for Iaj < r}.
Here, of course, 8au is viewed as a distribution on n, so the condition 8"u E

L p (Q) means that there exists a function g,, E L p (n) such that (u, 8"O) s- =
(-1)I"I (ga, O)n for all 0 E D(S2), or equivalently 8'u = tga where t : L1j,(S2)
74 Sobolev Spaces
-+ D*(0) is the imbedding defined by (3.11). Such a function ga is often

described as a weak partial derivative of u.
The completeness of L p (S2) implies that WP (0) becomes a Banach space on
putting
1/p
Ilullw;,(12) _ (tr1PdX)
To define Sobolev spaces of fractional order, we denote the Slobodeckil semi-
norm by
lu(x) - u(y)Ip )1/p

lulu,p>sa = dx dy for 0 < µ < 1. (3.18)
CJsi J oo I x- y I"+P"L
Notice that the integrand is the pth power of lu(x) - u(y)I/lx - yliL+"/p, so
for p = oo we get the usual Holder seminorm. For s = r + µ, we define
Wp(l) = {u E W,(2): Iaaulµ.p.n < oo for lal = r},
and equip this space with the norm
Ilullw;(n) = E Iaaulµ.P",
Ia1=r
For any integer r > 1, the negative-order space WT (S2) is defined to be the
space of distributions u E D* (Q) that admit a representation
u = E as fa with f, E L p(S2). (3.19)

lal<r
This space is equipped with the norm
\ i/p
Ilullw,,r(n) = inf G IlfallLP(sz))

IaI<r
where the infimum is taken over all representations of the form (3.19). Using
Holder's inequality, it is easy to verify that
I(u, u)QI < Ilullw;.(cz)llVIIw"(cI) foru E WW-.r(0) and V E D(0),
where p* is given by (3.1).

In this book, we will rarely use Sobolev spaces with p 2, and so adopt
the abbreviation W1 (Q) = W2 (Q). For any integer r > 0, the norm in W"(n)
arises from the inner product
(u, V) W, (Q) _ a" u (x)a' v(x) dx,

J
and likewise if s = r + p then the norm in W' (0) arises from the inner product
(u, v) W, (a)
_ (u, v)W, f fn
IaI=r si
[aau(x) - aau(y)l[aav(x) - a,v(y)]
yI11+2u
Ix -
dx dy.
Thus, W' (0) is a Hilbert space for all real s > 0.
Sobolev Spaces - Second Definition

In this section, we introduce a second family of Sobolev spaces, which later
will turn out to be equivalent to the one given in the preceding section.
For S E R, we define a continuous linear operator ,75 : S(RI) S(lR"),
called the Bessel potential of order s, by
J5u(x) = fR11 (1 + d for x E R.
In this way,
x-. (,75u(x)} _ (1 + I I2)s"2u( ), (3.20)
so under Fourier transformation the action of ?S is to multiply u by a function

that is D(I IS) for large . We can therefore think of ?SEas a kind of differential
operator of orders; cf. (3.17). Notice that for all s, t R,
Js+' = JS Jt , = J--, Jo = identity operator.
It follows from (3.20) that
(Yu, v) = (u, ,75v) and (.75u, v) _ (u, .7sv)
for all u, v E S (R"), giving a natural extension of the Bessel potential to a linear
operator ?5 : S* (W) -+ S* (WI) on the space of temperate distributions.
76 Sobolev Spaces
For any s E R, we define HS(R"), the Sobolev space of order s on R", by

Hs(R??) = {u E S*(JRf) : JSu E L2(R")),
and equip this space with the inner product
(u, v)H=(R") = (JSu, 3Sv)
and the induced norm
(u, u)H3(R") = (3.21)
Notice that the Bessel potential
,7S : HS(R") - L2(R")
is a unitary isomorphism, and in particular, since J°u = u,
H°(R") =L2(R").
Several facts about HS(R") follow immediately from standard properties
of L2(R ). For instance, HS(R") is a separable Hilbert space, and D(R") is
dense in HS(R") because ,75[S(R')] = S(R") is dense in L2(R"), and the
inclusion D(R") c S(W) is continuous with dense image. Also, one sees
from (3.2) and (3.3), with p = 2, that H-S(R") is an isometric realisation of
the dual space of HS (RII ), i.e.,
H-S(R") = [HS(R")]* fors E R, (3.22)
and
sup
I(u, v)1 = sup
1(u, v)I
OOVEH3(R") IIuIIH=(R") o#vEH=(R") IIVIIHI(R")
for U E H-'(RI). Plancherel's theorem (Theorem 3.12) and (3.20) imply that
IIUIIH=(R,t) = j(1 + 12u2d,

"
so if s < t then IIuIIH=(R") < IIuIlH,(R") and hence H'(R") c HS(R"). This
inclusion is continuous with dense image.
For any closed set F C R", we define the associated Sobolev space of order s
by
HF.=(uEHS(R"):suppucF),
whereas for any non-empty open set 7 c Rn we define
HS(S2) _ {u E D*(S2) : u = UIn for some U E HI (R")).
We see at once that H. is a closed subspace of HS (RI), and is therefore a Hilbert

space when equipped with the restriction of the inner product of H''(R"). A
Hilbert structure for HS (0) is defined with the help of the orthogonal projection
P=P,,n: HS(R")-f
which satisfies
PUI n = 0 and (I - P)UI n = UI n for all U E HS(R").
Noting that if U I n = 0 then P U = U because U E HI \n, we see that a

well-defined inner product on H' (S2) arises by putting
(u, u)HI(n) = ((1 - P)U, (I - P)V)HX(R,,) if u = U112 and v = VI
for U, V E HS (R" ). Notice that the induced norm satisfies
IIuIIH=(n) = (u, u)H°(n) = vin IIUIIHS(R,I), (3.23)

uEHt(R»)
because if U In = u then
IIUIIHs(R") = IIPUIIHa(R") + II(1- P)UIIH (R

II(I - P)UIIHt(R") =
The map U r-* (1 - P)Ul n is a unitary isomorphism from the orthogonal

complement of onto HS(c2). Therefore, H4(S2) is a separable Hilbert
space. Also, (3.23) shows that the restriction operator U H UIn is continuous
from HS (R") to HS (0), and thus the space
D(7)=(u:u=Ulnforsome UED 11)

I
is dense in HI (Q) because D(R") is dense in H' (R').

We also define two other Sobolev spaces on 0,
HS(S2) = closure of V(S2) in HS(R"),

Ho (S2) = closure of D(S2) in HS(S2),
which we make into Hilbert spaces in the obvious way, by restriction of the
78 Sobolev Spaces
inner products in HS (R") and in HS (0), respectively. It is clear that
HS (S2) c H and H" (S2) c Ho (S2),
and later we shall establish the reverse inclusions subject to conditions on

92 and s. Note that an element of H is a distribution on R", but, provided the
n-dimensional Lebesgue measure of the boundary of n is zero, the restriction
operator u H uIn defines an imbedding
H&cL2(0) fors?0. (3.24)
(If U E H and uIa = 0, then suppu c a2 = SZ \ S2, implying u = 0 on R".)

In general, if s < -Z, then Hazy {0} no matter how smooth the boundary
of 0, so we cannot imbed H. in a space of distributions on S2; see Lemma 3.39.
The necessity of introducing more than one kind of Sobolev space on S2 can
be seen already from the next theorem, which extends our earlier observation
that H-'(R") is an isometric realisation of the dual space of H`(R"); see also
Theorem 3.30.
Theorem 3.14 Let S2 be a non-empty open subset of R", and let s E R.
(i) If fl` (Q) = HI'r, and if we define
(u, v) a = (u, V) for U E H-1(S2) and v = V IQ with V E HI (R"),
then H''(0) is an isometric realisation of HS (0)*.

(ii) If HS (S2) = Ham, and if we define
(u, v)n = (U, v) foru = UIn with U E H-'(R"), and V E H5(S2),
then H-5(n) is an isometric realisation of H5(S2)*.
Proof First note that
(u, V) = 0 if u E D(Q), V E HS(R") and VIsi = O,
so (u, v)c is well defined for u E H-s(S2) and V E H'(S2). We claim that
(lu)(v) _ (u, v)Q defines an isometric isomorphism t : H-S(S2) -* HS(S2)*.
Indeed,
I(lu)(v)I = I(u, V)I IIUIIH-S(R,1)IIVIIH-(R") whenever v = VIQ,
so I(lu)(v)I < IIUIIH-r(n)IIVIIH'(a) and hence IItuIIH-(Q)» < IIuIIH-=(O). Fur-

thermore, given a functional f E H3(S2)*, the map V H f(V In) is bounded
on HS (R") because the restriction map V i-3 V I n is bounded from H3 (RI)

onto H'(Q). We know already that H-3(R!) is an isometric realisation of
[HS (R")]*, so there exists u E H-S (R") satisfying
f(Vlc) = (u, V) for all V E HS(R"),
and
It(Vlra)I
o#VEH'(R") II V II Hs(a^)
If V E D(R \ n), then V I = 0, so (u, V) = 0, showing that suppu c S2,

i.e., u E His. Assume now that H-S(S2) = H 3. In this case, u E
and we see from
f(v) = t(Vlg) = (u, V) = (tu)(v) for v = Vlo and V E HS(R'l)
that f = tu, sot is onto. Finally,
It(Vln)I <
implying that IIuIIH-,(n) = IIulIH-'(a°) <_ IItuIIHs(c) Thus, t is an isometry.

Part (ii) then follows because every Hilbert space is reflexive.
Equivalence of the Norms

When 0 = R" and s > 0, a simple argument based on Plancherel's theorem
shows the equivalence of the two kinds of Sobolev norms; see also Exercise 3.13.
We use the abbreviation
Ylu(Y)I2
dxdy /!1/2
(LI I Ixx) n+2µ
for the Slobodeckii seminorm (3.18) with p = 2, and write I u 1, , = I u I1,,. in

the usual way.
Lemma 3.15 If 0 < .t < 1, -then
= a".,f
Iulµ
where
apt, = Ijwl=1 lei2t - 1 l2

dco dt.
>0
80 Sobolev Spaces
Proof. Define the forward difference operator Sh by
Shu(x) = u(x + h) - u(x),

and consider the Fourier transform
.FShu( ) _ I)i ( ). (3.25)
By making the substitution h = y - x, applying Plancherel's theorem and then

reversing the order of integration, one finds that
l
2= f
FC"
IIShUIIL_(Rn)
Ihl'-u+n
dh = R f f IhI2µ+n
We transform the inner integral to polar coordinates, letting h = pw, where

p = I hl and co = h/IhI. Since dh = pi-1 dp dw,
f 'H
Ihl2u+n
112
A=f
>o
p-2µ-1 f 0
lei2rrpl;."
- 112 dcodp = au l I2µ,
where we used the substitution p = I 1-1 t and exploited radial symmetry. Note
that f (,,j_1
lei2'
' - 112 dw is O(t2) as t J. 0, and is 0(1) as t Too, so that aµ
is a finite, positive real number for 0 < µ < 1.
Theorem 3.16 Ifs ? 0, then W'(R') = H' (RI) with equivalent norms.
Proof. Let r be a non-negative integer, and let 0 < p < 1. In view of (3.17),
Plancherel's theorem gives
IIu11w'.(R") _ 1: j br( )lu( )led

lal <r
where
1512
br( ) _ (I + )r,
proving the result if s = r. By Lemma 3.15, ifs = r + µ, then
IIUIIW(Rn) + E laauIA
lal=r
= f ,
')I2d +
la l=r fR'
)12d
(1 +
fRn
Corollary 3.17 For any non-empty open subset 0 C R", there is a continuous
inclusion
Hs (Q) C Ws (S2) for s > 0.
Proof. Given U E Hs (Q), we can find U E Hs (R l) such that u = U I si and

IIu11HIM) = IIU11H=(R") By the theorem, U E Ws(1Rl), so is E W1 (Q) and
Ilullw=(n) _< IIUIIws(w°) - IIUIIHs(a") = IIul1H1(sz)
The next theorem shows that the reverse inclusion holds if there exists
an extension operator for 0. The existence of such operators is proved in
Appendix A, under appropriate assumptions on S2; see also Theorem 3.30.
Theorem 3.18 For any non-empty open set Q C R" and any real s > 0, if there
exists a continuous linear operator E : Ws (0) -> Ws (R") such that Eu I n = u
for all u E Ws (0), then
H'(Q) = W3(c)
with equivalent norms.
Proof. If U E Ws(S2), then is = Uln for U = Eu E Ws(R") = Hs(R"), so

u E Hs(S2) and
IIuIIH,'(n) _< IIUIIH=(R") - IlEullwS(R,,) < Cllullws(j2),
giving a continuous inclusion W1 (S2) c H3(0).
No extension operator is needed to establish the corresponding result when s

is a negative integer.
Theorem 3.19 For any non-empty open set 7 C R", and for any integer r > 0,
H-r(2) = W-r(2)
Proof First consider the case 0 =1R' , and recall that [H'(R"))* = H-r (Rn)
We define a Banach space isomorphism J : Wr(W") --+ H -1 (WI) by
(Ju, v) = (u, v)Wr(R,.) foru, v E Wr(R") = Hr(Rn),

82 Sobolev Spaces
and introduce another inner product and norm for H-r (R),
IIJ-iullwr(tt").
((u, v))-r = (J-'u, J-'v)wr and IIIuIII-r = ((u, u))-r =
Obviously, Illu III-r flu II H-' (>a")

If U E H-r(R") and V E H" (R), then
(J-lu,
(u, v) _ v)wr(R") = (aaJ-lu, aav) _ (aafa, v),
IaI<r IaI<r
where fa = (-1)Ialaa J-1u E Wr-I«I(R") c L2(R"). Thus, u = F-Ial<r aafa E

W-r(R") with
IIuIIW-r(R^) < > IIfaIIL2(R")

IaI<r
- laI<r
IIa(rJ-lull2
(J-lu, J-ù)Wr(Rn)
= IIIUIII?r
Conversely, if u E W-r(R") has a representation u = F-lal<r al f, then
I(u, v)I = I (aafa, v)I = 11: (-1)'aI(fa, 8av)

Ial:Sr IaISr
1/2
112L, (R")
C Ilyllwr(R^)
IaI<r
for ally E Wr(1R")=Hr(Rn),sou E H-r(R") andIIUIIH-r(R") <CIIuIIw-r(R^)

Now consider the case when S2 # R", and let u E H-r(S2). We choose
U E H-r(R") = W-r(RL8") such that u = U112 and Ilullx -r(Q) = IIU11x-1 (R^),
and then choose Fa E L2(R") such that
U= 80T., and IIUIIv-r(tt") < E

IaI<r IaI<r
Put fa = Fa I a E L2(Q), so that u = IaI<r aafa on Q. Obviously, U E

W-r(S2), and
IIuIIW-r(n) < IIfalIL2(n) < E IIFaIIL2 z(R")

IaI-<r IaI<r
IIUI12
< U112
II UII-r(an)
H = H-r(n)'
Conversely, suppose that u E W -r (0) satisfies u = IaI as f", on 0 with fa E

L2 (S2). Extend fa by zero outside Q, and denote this extension by Fa E L2(IR").
Localisation and Changes of Coordinates 83
Put U = EIaI<r a"Fa, so that u = U I n and U E W-r(R"), with
IIuIIH-r(n) - IIUIIH-'(R") - IIUIIW-''(R") <

IaIsr
IIFotIIL2(R") - IaI<r
IIJ L2(n)'
Thus, U E H-r(7) and IIuIIH-rM) < CIIuIIw-r(n)
Localisation and Changes of Coordinates

Our next result shows that multiplication by a smooth cutoff function defines a
bounded linear operator on HI (Q) or on F11 (0).
Theorem 3.20 Suppose that 0 E Ccomp(R") for some integer r > 1, and let
IsI < r. If U E HS(S2), then 4u E H5(S2) and
II-0UIIH5(n) <- CrliIOiiW,(R")IIuIIH-(n).
The same holds with HS (S2) replaced by Hs (S2).
Proof. Suppose first that Q = R". In view of Theorem 3.16, the result is
clear for s = r, and hence by the duality relation (3.22), for s = -r. The
case -r < s < r then follows by interpolation, using Theorem B.7 (from
Appendix B). An alternative proof, leading to a different norm for 0, is given
in Exercise 3.16.
Now let 7 be any open subset of IE,i;", and let it = U I st for some U E Hs (R").
Since Ou = (0U)In or, strictly speaking, q5nu = (¢U)In, we see that
II0uIIH5(n) < IIOUIIH=(R") <- CrII4llwr (R")IIUIIH1(R"),
and the desired estimate follows after taking the infimum over U. With HS (S2)
replaced by F11 (Q), the proof is even easier because IIouIIH$(s2) = II0u1IHI (R")
and IIuIIH=(n) = IIuIIHs(R"). 0
In conjunction with Theorem 3.20, the following notion is often useful;
cf. Exercise 3.19. A partition of unity for an open set S C R" is a (finite
or infinite) sequence of functions 01, 02, ... in C°O(R") such that
1. Oi > 0 on R" for each j;

2. each point of S has a neighbourhood that intersects supp 4j for only finitely
many j ;
3. J:j >t Oj(x) = 1 for each x E S.
84 Sobolev Spaces
Notice that condition 2 implies that the sum in condition 3 is finite for each x E
S. If S is not open, then we say that the cj form a partition of unity for S if they
form a partition of unity for some open neighbourhood of S.
Suppose now that W is an open cover for S, i.e., W is a family of open sets
for which S C U W. We say that a partition of unity (4)> 1 is subordinate
to W if for each j there exists W E W such that supp cj C W.
Theorem 3.21 Given any open cover W of a set S C R", there exists a partition
of unity (q5j) j>1 for S subordinate to W. Moreover, the 4j can be chosen in
such a way that supp .ij is compact for each j.
Proof Put 0 = U W. We begin by constructing open n-cubes Q 1, Q2.... with

the following properties:
(i) the family { Q j l j> 1 is an open cover of n;

(ii) for each j there exists a set W E W such that Q j C W;
(iii) each point of 9 has a neighbourhood that intersects only finitely many of
the Q p
Let 01 C 02 C SZ3 C . be a strictly increasing sequence of bounded open sets

whose union is 0 and that satisfy SZj C= S2 j+1 for each j > 1. For convenience,
we put 0-1 = S20 = 0, and then define the compact sets K j = S2 j \ S2 j-1
for j > 1. Since K j does not intersect S2 j_2, given x E K j we can find an
open cube G centred at x with G j,s C= W \ S2 j-2 for some W E W. The
family {G j.X : x E K j } is an open cover for K j, so by compactness we can
extract a finite subcover Q p After relabelling the cubes, we obtain a countable
family Uj> 1 Qj = (Q1, Q2, ... } with the required properties (i)-(iii). (The
set Q j is disjoint from each cube in Q i+2 U Q j+3 U .... and so intersects only
cubes in the finite family Q1 U U Qj+1.)
For each j > 1, we can use Exercise 3.6 to construct a function 1/rj E C ,p (]Il;")
satisfying i/ij > 0 on Q j, and ij = 0 on R" \ Q p. Property (iii) of the Q j
implies that the sum 11(x) = > j> 1 *j (x) defines a function E CO° (S2), and
property (i) implies that > 0 on Q. Hence, we obtain the desired partition of
unity by defining q 5j (x) = *j (x) / ' (x) for x E 0, and O j (x) = 0 otherwise.
Corollary 3.22 Given any countable open cover {W1, W2, ...} of a set S C
R", there exists a partition of unity (P1, 02, ... for S having the property that
supp q5j C Wj for each j > 1.
Proof. Let 01, 02, ... be a partition of unity for S subordinate to the given open
cover, define the index sets 11 = {k > 1 : supp 0k C= WI) and
Ij = {k > 1 : supp Ok C= W3 and k f I, U ... U Ij _ 1) for j > 2,
and then put O! (x) = >kEI; Ok(x) for j > 1.
We will now show that the Sobolev spaces on ]R" are invariant under suffi-
ciently regular changes of coordinates; u o K denotes the composite function
defined by (u o K)(x) = u[K(x)].
Theorem 3.23 Suppose that K : IR" -* ]R" is a bijective mapping and r is a

positive integer, such that a"K and FK-1 exist and are (uniformly) Lipschitz
on R" for J a I < r - 1. For 1 - r < s < r, we have u E H'(1R") if and only if
u o K E HS(IR"), in which case
11U
0 K11 H- (RI-) 11U11 S(R")
Proof. It suffices to show that for 1 - r < s < r,

11U 0KIIii (R1-) < Cr11UIIH'(R-')
If s = r, then the estimate follows directly from the chain rule, because
H" (IR") = W r (]R" ). The same estimate holds for s =1- r because H 1-r (]R")
[Hr-1 (R'l)]* and
(u o K, v) = (u, (v o K-1)I det(K

The case 1 - r < s < r then follows by interpolation, using Theorem B.7.
Density and Imbedding Theorems

We saw earlier that D(SZ) is dense in H8(S2), but it is easy to find examples
where D(S2) is not dense in Ws (0); see Exercise 3.18. However, we have the
following theorem of Meyers and Serrin [64]. The proof relies on a technical
lemma.
Lemma 3.24 Lets E ]R and c > 0. For each u E HS (I8") there exists v E D(W' )
satisfying
11U - v1IH-I(tt'-) < E and supp u c {x E ]R" : dist(x, suppu) < E).
Proof. See Exercises 3.14 and 3.17.

86 Sobolev Spaces
Theorem 3.25 For any open set 0 and any real s > 0, the set W5(S2) fl g (o)
is dense in Ws(9).
Proof. Define a strictly increasing sequence of bounded open sets W1 C

W2C ... by
Wj = {x E S2 : Ix1 < j and dist(x,R" \ 0) > 1/j),
and choose a partition of unity 01, 02, ... as in Corollary 3.22. Let U E WS (S2)
and c > 0. For each j, the function 4j belongs to D(S2), so Oju E WI (R-1) =
HI (W) and we can apply Lemma 3.24 to obtain a sequence (v)1 of functions
in D(S2) satisfying
IItju - vj11wT(n) : and suppvj c Wj+i.

2jj
(Here, we use the fact that 110j u - vj II w=(n) = II /. ju - vj 11 w'(ttn).) Define
v(x) _ F_1 v j (x), and note that this sum is finite for x in any compact subset
ofS2,sovEE(c2)and
00 00
E
Ilu - v11w(n) = T(Oju - vj) 1
j=1 W (SZ) j=1
0
Next, we prove the Sobolev imbedding theorem, which shows that if s is large
enough then the elements of HS (1[8") can be thought of as continuous functions,
and the elements of Ho (S2) as functions that vanish on the boundary of n.
Theorem 3.26 Suppose 0 < tt < 1. If U E H"t 2+u (R` ), then u is (almost
everywhere equal to) a Holder-continuous function. In fact,
IUWI <- C II u lI H-1n+,t (R,1)
and
lu(x) - u(y)I < -YI'

for x, y E R".
Proof By the Fourier inversion formula (Theorem 3.10) and the Cauchy-
Schwarz inequality, if u E S(R") and X E R", then
Iu(x)I < f dl;
where
C2 = f (1 + 112)-n/2-u
d < oo.
Now let u E H"/2+1, (1[8"). We choose uj E S(R") such that uj -+ u in

H"/2+4 (R"), and observe that, by the estimate above,
lu/(x) - uk(X)I < cllu/ -

Therefore, we can define a uniformly continuous function U : R" C by
U (x) = lim1.._, 00 u/ (x) for x E R". Let l E D(R" ). On the one hand, (uj, 0) -+
(u, q5) because u/ -+ u in H"/2+u (R"), and on the other hand (uj, q5) -+ (U, q0)
because uj -a U uniformly on IR". We conclude from Theorem 3.7 that, for
almost all x E I[8", u(x) = U(x) and
Iu(X)I = 1U(X)1 =j-,0o

lira luJ(x)I -< Cj-+oo
lira
Similarly, we see from (3.25) that Shu(x) = u(x + h) - u(x) is bounded by
f dl; < MA(h)11u11 H,t/2+u(R,,)
where
Mm (h)2 = f (1 +
1412)-n/2-u
-1 I2 d
It is clear that M,u (h) < C for all h E R", and if 0 < l h 1 < 1 then
M1, (h)2 < C f ICI<1/Ihl

(I + h12d
+4f (1 + 112)-n/2-u
d
t1>1/Ihl
< C1h12 (i + f
1/IhI
l
p1-2u dp J + C Jr00 p-1-2u dp
l /l 1/IhI
< Clh12(l + 1h12u-2) + Clhl2u < CIh121' ,
SO lShu(X)I < for allx E R".
We shall also prove an important compactness result that originated in a paper

of Rellich [84].
Theorem 3.27 Assume -oo < s < t < oo.
(i) If K is a compact subset of I(8", then the inclusion HK c HK is compact.

(ii) If S2 is a bounded, open subset of R", then the inclusion Hr (0) C HS (S2)
is compact.
88 Sobolev Spaces
Proof To prove part (i), let (u)1 be a bounded sequence in HK for some
compact set K C= R". We want to show that a subsequence converges in HK.
Choose a cutoff function X E D(R) satisfying X = 1 on K, so that
uj( )=Xuj(t)=f n
Using the Cauchy-Schwarz inequality and Peetre's inequality (see Exer-

cise 3.16), we find that
(I + ItI2)Ìi{{j(f)I2 <
2111 \J
(1 + It - r1I2)1nhIX(t -17)I2dr1)
X (f
Likewise, since 81u j = (a"j() * u j = j( * u j where X,, (x) = (-i27rx)"X (x),

we have
I4I2)hIa°ùj(t)I2
(1 + < 21t"IIX.,112 .
It follows, in particular, that the sequence of Fourier transforms (j) ° 1 is uni-

formly bounded and equicontinuous on any compact subset of JR". Let K1,
K2, K3,... be an increasing sequence of compact sets with U ° 1 K, = JR" .
By the Arzela-Ascoli theorem (Theorem 2.15), there is a subsequence i that
converges uniformly on K1. From this subsequence, we can extract a subse-
quence u that converges uniformly on K2. Continuing in this way, we obtain
successive subsequences such that u'. converges uniformly on K,. For
brevity, we now denote the diagonal subsequence ui by u j. Thus, the Fourier
transforms u j converge uniformly on any compact subset of Ill;", and it suffices
to show that the functions u j themselves are Cauchy in HK . Given e > 0, we
first choose R large enough so that
f 1>R
(I + ItI2)SIij(t) - uk(t)I2 d4
(1 + R2)S-t
fn
(I + ItI2)Ìuj(t) - uk(t)12d
2
IIuj - ukllH,(R-.)
(I + R2)(-3
- 2(IIuj (1 +
Il ukll E
2
for all j, k > 1, and then choose N large enough so that
f I<R
(1 + 11;12)5 lug uk (i; ) 12 dt < 2 for all j, k > N.
) < E for j, k > N, completing the proof of part (i).

Hence, I l u 1 - Uk i i
Suppose now that i is a bounded sequence in H'(S2). By hypothesis,
0 is a bounded subset of R", so we can find a compact set K C=1[8" together
with a cutoff function x E DK (R") such that cZ C K and x = 1 on 0. For
each j, choose U1 E H'(]R) With II UjIIH'(R") = IIUJ IIH'(n3- By Theorem 3.20,
the sequence (x is bounded in HK, so by part (i) there is a subsequence,
again denoted by (x UU )_1, that converges in H. Put U = limb. x Uj E HK
and u = UIn E H5(S2), and observe that
Ilu1 - UIIHs(n) = II(xU.i - U)IQIIHs(Q) <- IIXU; - UII H' -
Thus, uj -* u in HS (S2), proving part (ii). O
Lipschitz Domains
Denote the boundary of the open set S2 by
r=au =s2n(w\Sl).
Thus far, no use has been made of any regularity assumption on IF, but henceforth
we shall require that, roughly speaking, the boundary of S2 can be represented
locally as the graph of a Lipschitz function (using different systems of Cartesian
coordinates for different parts of r, as necessary). The simplest case occurs
when there is a function : R"-1 -* R such that
S2={x all ER"-I}. (3.26)
If 4 is Lipschitz, i.e., if there is a constant M such that
MIx' - y'I for all x', y' E (3.27)
then we say that 0 is a Lipschitz hypograph.
Definition 3.28 The open set cZ is a Lipschitz domain if its boundary r is

compact and if there exist finite families (WJ} and (0j) having the following
properties:
90 Sobolev Spaces
(i) The family (Wj) is a finite open cover of I', L e., each W J is an open subset
of w, and I' C U; Wj.
(ii) Each Qj can be transformed to a Lipschitz hypograph by a rigid motion,
i.e., by a rotation plus a translation.
(iii) The set Q satisfies W3 n s2 = w j fl S2j for each j.
Notice that if 0 is a Lipschitz hypograph as in (3.26), then
I'={x ERn-1 :x E nI
We also remark that although, in our definition, the boundary of a Lipschitz

domain must be compact, the domain itself may be unbounded. In particular,
if SZ is a bounded Lipschitz domain, then R" \ SZ is an unbounded Lipschitz
domain.
Sometimes, a different smoothness condition will be needed, so we broaden
the above terminology as follows. For any integer k > 0, we say that the
set (3.26) is a Ck hypograph if the function : lR' -+ ]f8 is Ck, and if 81
is bounded for lad < k. In the obvious way, we then define a Ck domain by
substituting "Ck" for "Lipschitz" throughout Definition 3.28. Likewise, for 0 <
It < 1, we define a domain by adding the requirement that the kth-order
partial derivatives of be Holder-continuous with exponent µ, i.e.,
18' (x') - d' (Y') i < Mix' - A, f o r all x', y' E Rn-1 and IaI = k.
Hence, a Lipschitz domain is the same thing as a CO, 1 domain. Notice that in
the definition of a Ck or domain, we can assume if we want that has
compact support, because r is always assumed to be compact.
The class of Lipschitz domains is broad enough to cover most cases that arise
in applications of partial differential equations. For instance, if k > I and r, is a
compact, (n -1)-dimensional Ck submanifold of R", then 0 is a Ck domain and
hence also a Lipschitz domain. Furthermore, any polygon in RI or polyhedron
in RI is a Lipschitz domain. One can construct many other examples using the
fact that if K : R" - * R" is a C 1 diffeomorphism and if 0 is a Lipschitz domain,
then the set K(S2) is again a Lipschitz domain.
Figure 2 shows some examples of open sets that fail to be Lipschitz domains:
(i) is disqualified because of the cusp at the point A; (ii) because of the crack B C
(a Lipschitz domain cannot be on both sides of its boundary); and (iii) because
in any neighbourhood of the point D it is impossible to represent r as the graph
of a function.
For a Lipschitz domain, in fact even for a CO domain, a much stronger density
result than Theorem 3.25 holds.
(i)
Figure 2. Examples of regions that fail to be Lipschitz domains.
Theorem 3.29 If 0 is a CO domain, then
(i) D(S2) is dense in WS (Q) for s > 0;

NO D(S2) is dense in H or in other words HS (S2) = Hn for S E R.
Proof. Suppose to begin with that n is of the form (3.26) for some continuous
function : ]R"_' - ]R having compact support.
Lets > 0, u E WI (0) and e > 0. For S > 0, we define
ua(x)=u(x',x"-S) and 528=(x ER" :x,,
so that ua E WS(Qs). Since a"us = (a' u)8, we can choose 3 small enough so
that
Ilu-uslsalIW$(si) <
2
and then choose a cutoff function X E E(]R") satisfying X = 1 on 0 and X = 0
on ]R" \ 52(8/2), so that Xus E WS (]R"). Hence, by Theorem 3.16, there exists
V E D(]R") such that
E
Ilxua-VIIWs(atn)<2.
92 Sobolev Spaces
implying that the restriction v = V In satisfies
IIu - vllwa(n) = Ilu - usln + (Xus - V)Inllwl(n)

IIu - U lnllw$(n) + IIXus - Vllw=(RlI) < E.
Thus, D(S2) is dense in WS(Q).

To complete the proof of part (i), we suppose now that S2 is a Co domain,
and let be a finite open cover of r as in Definition 3.28. Define one
additional open set WO = {x E Q : dist(x, R" \ S2) > S}, choosing a small
enough 8 > 0 so that S2 c_ U'=o Wj. We may assume that Wj is bounded
for I < j < J, but WO will be unbounded if 0 is unbounded. Let 0 be
a partition of unity for S2 such that supp j c W j for all j. By the case of a
Co hypograph considered above, if 1 < j < J then there exists vj E D(l)
such that Iloju - vj II w.,(n) < E/(J + 1). In fact, by Lemma 3.24, the same is
true also when j = 0, because 4ou E W1 (R"). Put v = F_J=o V j E D(S2); then
J
11U - v1Iw.(n) = E(Oju - vj) IIOjU-vj11Wx(n) <E.
j=o W (n) j=o
To prove (ii), assume once again that 0 is of the form (3.26), and let s E R,
u E HS (S2) and r > 0. This time we put us (x) = u (x', x,, + 8), and observe
that us E HI (R") and suppus c {x E R" : x" (x') - 8}. Choose S small
enough to ensure
IIu -US IIH.(ttl') < E,
and then apply Lemma 3.24 to find v E D(Q) satisfying
11us - vIIH=(R,I) <

2
Since 11u -vIIH=(n)= 11(U - us) + (us - v)IIHs(R) < E, we see that 1)(0) is a
dense subspace of HS (S2). As with part (i), the result carries over to Co domains
with the help of a partition of unity.
Theorems 3.29 and A.4 allow us to apply Theorems 3.14 and 3.18, and hence
deduce the following important result.
Theorem 3.30 If Q is a Lipschitz domain, then
(i) HS (Q)* = H-S (S2) and HS (S2)* = H-S (0) for all s E R;
(ii) WS(S2) = HS(Q) for all s > 0.
We remarked earlier that HS (S2) C Ho (S2). The next two technical lemmas
will enable us to establish the reverse inclusion apart from certain exceptional
values of s.
Lemma 3.31 Suppose U E D(R). If 0 < s < Z, then
f f °Cx-z.Ìu(x)12dx < CS J
0 0
, r
Jo
, (u(x) -u(Y)12 dxdy.
Ix - Y11+2s
If, in addition, u (0) = 0, then the inequality holds also for 1 < s < 1.
Proof. Observe that the double integral converges for 0 < s < 1. For x > 0,
define
f'[u(x) -u(y)]dy=u(x)-J u(y)dy

1 X
v(x)
x x o
and
w(x) = r°°
V
dY
X Y
Since v'(x) = u'(x) - x-1v(x) and w'(x) = -x-1v(x), we see that
u'(x) = v'(x) - w'(x) forx > 0.

Furthermore, u has compact support, and both v(x) and w(x) tend to zero as x
tends to infinity, so
u(x)=v(x)-w(x) forx>0.
'By the Cauchy-Schwarz inequality,
Iv(x)12 <
x
f 0
Iu(Y) - u(x)12 dY,
implying
00 co x-l-2s
x-2SIv(x)12dx < fo f X Iu(Y) u(x)12dydx
fo
f
0
x-1-2slu(Y)u(x)12dxdy
=
y
°° °° Iu(x) - u(Y)12
Ix - y11+2s dxdy
Jo Jo
94 Sobolev Spaces
for 0 < s < 1. By Exercise 3.20,
00
°O x-2slw(x)I2dx < 1
x-2slv(x)I2dx fors <
1 /
(2 - s) I': z'
and the first part of the lemma follows.

One easily verifies by Taylor expansion that v(x) 0 as x -* 0+, so w(x) _
v (x) - u (x) -+ -u (0) as x -* 0+. Thus, if u (0) = 0 then w (0) = 0, implying
that
w(x)=w(x)-w(0)=w(x)-V(Y)dy=- f x!(Y)dY
J0° y Jo Y
Hence, by Exercise 3.20,
I
00
x-2slw(x)l2dx 2'
(s-
2)
giving the second part of the lemma.
Lemma 3.32 If S2 is a Lipschitz domain and u E E) C2), then
dist(x, I')-2slu(x)I2dx < CIIuIIH,( for0 < s < Z

fn
If, in addition, u = 0 on T, then this inequality holds also for < s < 1.
2
Proof. We prove the result for S2 a Lipschitz hypograph given by x, < (x').
If y E I' and M is a Lipschitz constant for , as in (3.27), then yn = f (y') and
so
VX') - Xnl = IYn - X. + (x') - (Y')I < Ix,1 - Yni + Mix' - Y'I
< 1+M2Ix-yl,
implying that
dist(x, r) > (x')

Xn
for X E 0.
1+M2
5 <;(x')
Using the substitution x _ (x') - t, followed by Lemma 3.31, we see that
dist(x, r)-2slu(x)l2 dx < (1 + M2)s f [ (x') -

J
f =C u
jt'Iu(x'(x') - t)12 d t dx'
C I
R"-t
r
Y<{(x')
r
z<M')
Iu(x' , y)-u(x'
Iy - z11+2s
, z)12
x dydzdx',
so if u = UIn where U E D(R"), then, arguing as in the proofs of Lemma 3.15

and Theorem 3.16,
I U(x', x"I i h U(x) 12
dist(x, I')-2jlu(x)12 dx < C J R dx dh
1 JJ
_ C J R" I U(h)f'` f 00
00
Ihll+zs dh d
=cJR- <CIIUIIH=(R,.),
and the result follows because D(RI) is dense in H' (R ?)
Notice that the value s = 1 is excluded in the two lemmas above; cf. Exer-
cise 3.22. Also, recall our earlier discussion of the imbedding (3.24).
Theorem 3.33 Lets > 0. If S2 is a Lipschitz domain, then
P(Q) = fu E L2(52) : u E H'(R")) C Hp(S2),

where u denotes the extension of u by zero:
u(x) if x E 92,
u(x) =
0 ifxER"\S2.
In fact,
H's(Q) = Ho(S2) provideds 0 {2, 2, 2, }
Proof. For the moment, we think of the elements of H' (S2) as distributions
on R. If U E Hs(S2), then the restriction v = ulst belongs to L2(S2), and
u = v as a distribution on R", so D E H'(R"). Conversely, if u E L2(S2) and
u E H' (R"), then supp u c S2, so u E H = HS (S2). We have already seen
that HS (S2) c _Ho (S2).
Now view HI(Q) as a subspace of L2(c2), and let u E D(S2). For any
integer r > 0, Theorems 3.16 and 3.30 give
IIuIIHr(p) = IIuIIHr(R")
Ial5r
IlaauIILz(R") - IaI <r
Ila"uIIL,(n)
= IIUI1Hr(si),
96 Sobolev Spaces
so Hr(0)=Hp(0).For s=r+µwith 0<p <1,
I aau(x) - aau(y)l2
dx d y
+ IaI=r
xR Ix - y12µ+n
a 2 l aau(X) - aau(y)12
_ Ila uIILZ(sz) dxdy
Ial=r Jf2 xf2 Ix - y12µ+n
+ 1 aau(X)12 dx dy
IaI-r Jf2x(R11\s2) IX - yl2IL+n
+ laau(y)12
dxdy
Ian=r (R"\12)xS2 Ix - yl2u+n
= Hull W$(Q)+2 E J laau(X)I2wµlX)dX,

2
IaI=r
where the weight w12 is defined by
dy
wµ(x) = fR,l\f2 lx - y12µ+n for x E Q.
Introducing polar coordinates about x, we see that

I')-24
wµ (x) < C dist(x, for X E S2,
so by Lemma 3.32,
1: f w(x)laau(x)12dx < CN, E IlacU112

IaI=r IaI=r
"(S2)
H < C1,11U112..(n)
provided s integer + z . Hence, in this case, Ho (2) c Hs (Q).
Sobolev Spaces on the Boundary

Any Lipschitz domain SZ has a surface measure a, and an outward unit normal v
that exists a-almost everywhere on F. In fact, by Rademacher's theorem [83],
[ 105, Theorem 11 A, p. 272], if lR' ' -->. R is Lipschitz, then is Frechet-
differentiable almost everywhere with
Ilgrad0lLo.(w"-I) < M,
where M is any Lipschitz constant for , as in (3.27). If 0 is the Lipschitz

hypograph (3.26), then
a (x'), 1)
do:, = 1 + grad (x')12 dx' and v (x) = (- grad
for x E F. (3.28)
The divergence theorem can then be proved in a straightforward manner.
Theorem 3.34 If 0 is a Lipschitz domain, and if F : R" -+ R" is a C' vector

field with compact support, then
I divFdx=J r
Proof Assume to begin with that 0 is a Lipschitz hypograph (3.26). For 1 <
k < n - 1, we define Uk : R11-1 -+ R by
Ox')
U k (x') = Fk (x', x,,) d x , , .
J 00
akuk(X') = Fk(X',
f S(-x')
8kFk(x)dxn,
J 00
and fR-,-, ak uk (x') dx' = 0 because Uk has compact support. Thus,
I <('(x')
akFk(x) dx = - f "- Fk(x', --
dx' for 1 < k < n -
with
f a,, F.(x)dx= f Fn(X',y(X'))dX,
so that
jdivF(x)dx = fat-- F(x', x')) (-grad (x'), 1) dx' = JF. v da.

z
Now let 0 be a Lipschitz domain, and take a partition of unity (.0j) J_o for S2
as in the proof of Theorem 3.29. Since q5o E D(22), it is obvious that
f 00,
ak(0OFk) dXk = O,
sr
98 Sobolev Spaces
so fn div(00F) dx = 0. Hence, from the case of a Lipschitz hypograph treated

above,
J
r J r
divFdx=>2J div(OjF)dx=>2J v- (b1F)dcr= j v Fdc,
f a
If c2 is a Lipschitz hypograph, then we can construct Sobolev spaces on its

boundary I' in terms of Sobolev spaces on R"-1, as follows. For U E L2(F) _
L2(F, Q), we define
forx' EI[8",
put
HS(T) _ {u E L2(I') : u E HS(R"-')) for0 < s < 1,
and equip this space with the inner product
(u, v)Hs(r) _ (u;, VC) H' (R"- 1)
Recalling that dci is given by (3.28), we put
IIu1IH-q(r) _ (Iut 1 + Igrad for0 < s < 1,
and then define H-S(l') to be the completion of L2(F) in this norm. It follows
that H-1(F) is a realisation of the dual space of HS(F), with
IIuIIH-5(r)
sup I(u, v)rI = sup
I(u, v)rI
for. IsI < 1,
OovEH'(r) IIVIIH'(r) o#veH'(r) IIUIIHtr)
where
(u, Or = u(x)v(x)da(x) and (u, v)r = u (x) v (x) da (x).

Jr Jr
If K (Sl) is a Lipschitz hypograph for some rigid motion K : R" --+ ]R", then we
define HS(F) in the same way except that u[K-1(x', Ox'))}.
Suppose now that SZ is a Lipschitz domain. Using the notation of Defini-
tion 3.28, we choose a partition of unity 10j) subordinate to the open cover ( Wj )
of F, i.e., we choose O j E D(W j) satisfying > j 4 (x) = 1 for all x E F. The
inner product in Hs (r) is then defined by
(u, V)Hs(r) _ (Oiu,fj v)H-(r1), (3.29)
where r, = 8 S2,. Theorems 3.20 and 3.23 imply that a different choice of { W, },
{S2, } and {0, ) would yield the same space Hs (r) with an equivalent norm,
for Is l < 1. If 0 is C't-" fork > 0, then HS (r) is well defined for Is l < k.
We shall also require Sobolev spaces defined over only a part of the boundary
of n. Consider a disjoint union
r=r1UIIU1-2, (3.30)
where 1`1 and 172 are disjoint, non-empty, relatively open subsets of r, having
11 as their common boundary in r. When S2 is a Lipschitz hypograph, we call
(3.30) a Lipschitz dissection of r if there is a Lipschitz function Q : Ri-2 -+ R
such that
{x E r : xi_1 < Q(x")},

TI=
172= {x Er:xi_1 >Q(X")),
where x" = (x1, ... , xn_2); for n = 2, the function q reduces to a constant.
In the obvious way, we extend the notion of a Lipschitz dissection to the case
when S2 is the image under a rigid motion of a Lipschitz hypograph.
Next, suppose that n is a Lipschitz domain. We say that (3.30) is a
Lipschitz dissection of r if, in the notation of Definition 3.28, there are
Lipschitz dissections 8 S2, = r,, u l1, U r2, such that
W,nr1 = W,nr1,, W,nfI= W,nII,, W,nr2= W,nr2,,

for all j. We remark that, in this case, the subsets r 1 and 1`2 are not necessarily
connected. LetD(r1) = 1-0 E D(r) : supp0 c r1}; by defining
Hs(r1) = {U1r, : U E Hs(r)),

Hs(171) = closure of D(171) in HI (r),
Ho (r) = closure of D(rI) in Hs(ri),
the properties of Sobolev spaces on Lipschitz domains in R carry over to

Sobolev spaces on r1, subject to the condition that Is I < 1, or Is I < k if (3.30)
is Ck-1.1 in the obvious sense.
100 Sobolev Spaces
The Trace Operator

In studying boundary value problems, we shall need to make sense of the
restriction u I r as an element of a Sobolev space on r when u belongs to a
Sobolev space on 7. The main idea is contained in the following lemma.
Lemma 3.35 Define the trace operator y : D(IR") -* D(IR"-') by

n-
yu(x) = u(x', 0) forx' E IR
Ifs > 2, then y has a unique extension to a bounded linear operator
y : H$(1R") -4 H" '/2(1R"-').
Proof. For u E D(1R"), the Fourier inversion formula (3.15) gives
f
Yu(x') = f,' dt = J
"
(f
f oo
u(',n)
and so
00
Yu(')=J 0000 u(', n)dSn=J 00
(1+1 12)-S/2(1+1 12)s'%u
Applying the Cauchy-Schwarz inequality, we obtain the bound
f W
(1 +
where, using the substitution t;,, = (1 + 1W1I2)'/2t,
Ms( ') =
oo
dtn
00 (1+I 112+I n12)S (1 +I 112)S-1/2 f 00
oo
dt
(1+t2)S.
The integral with respect to t converges because s > so if we write MS =

MS (0) then
(1 + MS f 00
(I + do
Integrating over ' E 1R" gives
MSIIUIIHs(Rn),
and since D(1R") is dense in H5 (R"), we obtain a unique continuous extension

for y.
The lemma above is sharp in the sense that

Hs-l/2(R"-') = {yu : u E HS(R")) for s > 1,
because y has a continuous right inverse rio, as we now show.
Lemma 3.36 For each integer j > 0, there exists a linear operator
77j:S(1R"-')-* S(R")
satisfying
8",u(x') if a = j,
a" (rij u) (x', 0) =
0 if
for x' E Ri-', U E S(R"-)) and any multi-index a = (a', a"). Moreover, rij
has a unique extension to a bounded linear operator
i7 j :
Hs-j-1/2(Rn-i) -+ H' (W') for S E R.
Proof Choose a function O j E D (R) satisfying 9 j (y) = yj /j! for I y j < 1, and
define
z1 u(x) = dl;' forx ER".

JR1 (1 +
Since 9j(k) (0) = S jk, we see that
aa(77ju)(x', 0) = f4 (
ei2nt' X' a"'u(x')s j"
j
J
as required. The substitution x = (1 + gives
11 u() _
(1
+ ,i )j/2 L(1 + I I) x] dxn
_ j[(1 +
(1
and the substitution 4n = (1 + gives
,12)1+l
4-1 I
X [(1+1 12)-i/2 n]I2d ndS

J 00
102 Sobolev Spaces
where
00
CS = J 0 (1 +t2)SIdj(t)I2dt < oo,
for all s E R.
For Sobolev spaces on domains, we can now prove the following.
Theorem 3.37 Define the trace operator y : D(S2) -+ D(F) by
Yu = uIr
If SZ is a Ck-1,1 domain, and if 2 < s < k, then y has a unique extension to a
bounded linear operator
y : H$(Q) -+ HS-112(r),
(3.31)
and this extension has a continuous right inverse.
Proof Since H5(]R") is invariant under a Ck-1.1 change of coordinates if

1 - k < s < k, one sees, via a partition of unity and a local flattening of
the boundary, that if z < s < k then
IIYUIIHs-1/2(r) <_ CIIUIIHs(R' if u = Uisi for U E D(R").
Hence, IIYuIIHs-112(r) < CIIuIIHscQ> for all u E D(O), and we obtain a unique
continuous extension because D(S2) is dense in Hs (S2). A right inverse for y can
be pieced together using the same partition of unity, by means of the operator '1o
from Lemma 3.36.
The preceding theorem applies, in particular, for 1 < s < 1 if 0 is a Lipschitz

domain. For technical reasons, we shall require the following, stronger result
of Costabel [14].
Theorem 3.38 If S2 is a Lipschitz domain, then the trace operator (3.31) is

bounded for 1 < s < z
Proof. It suffices to consider a Lipschitz hypograph (3.26). Let U E D(1R"),

and put
u(x) = u (x', (x') + x") for x = (x', x") E lR".

By definition,
IIYUIIH'-112(1) =
and to estimate the right-hand side, we introduce the notation

00
u(x', n) = f x,) dx,
00
for the partial Fourier transform of u (x) with respect to x12.Observe that
uC(x', 412) = ei2- ,,C(x')u(x', n),
so
n)IIL2(R"-') = Ilk', n)IIL,(R"-')
and
n)IIH< Cliu(, C ,ZIIu(, n)I12
00
IIuIIEs = f n)I1Hl(R°-1)]d ,t
00
f
where as(h) = I nI25 + I nI2s-2(1 + then
RUCHES <_ CIIu11E' fors E R.
It is easy to see that
11uI1E5 < CIIu11Hs (R.") fors > 1,
and we claim
IIu(, CIIuflE, for z < s < Z.
In fact, the substitution n = (1 + yields
f
00
d " = C5(1 + 1 ,12)-(s-1/2), where CS =
f7a, ( )
00 t -2(l+
t t2)'
104 Sobolev Spaces
with C, < oo for 2 < s < 2, so, applying the Cauchy-Schwarz inequality,
0)II2
Ilu(, Hs-1i2(Ra-1)
00 2
(1 f I hI2)s-I/2I f u( '> n) dSn

J R°-r 00
(1 + f 00 a,()II ( )12dn) d'
J - -l (J-00 as () ) 00
=Csf as()Iu()12d =C'11U112Es

1'
Thus, we see that
Ilut(, 0)IIHf-II2(RI-r) -< CIIul1El < C11U11El < CIIUIIHS(R") for 1 < s < 2
which, combined with Theorem 3.37, shows that the trace operator (3.31) is
bounded for 1 < s < 2 .
The next lemma is a version of a standard fact [41, p. 47] about distributions
supported by a hyperplane, and will allow us to characterise Ho (S2) using the
trace operator. The symbol ® means the tensor product of distributions, so,
formally, (vj ® SWjW)(x) = vj(x')SWD(x"). In the proof, we use the notation
R+ = {x E R'r : x" > 0) for the upper half space.
Lemma 3.39 Consider the hyperplane F = {x E R" : x = 0).
(i) Ifs > - 2, then HF = {0).

(ii) If s < - 2, then HF is the set of distributions on R" having the form
u = E uj ®S(j) with vj E H''+j+l/2(R'r-t).

(3.32)
0:5j<-S-1/2
Proof. First we show that any u of the form (3.32) belongs to Hi.. Obviously,
supp u c F, and since {v j (x')S(j) (xn)) = D j (') (i2ir n)j, we have
I1vj ®3(j,112 R) = f(l +

n
The substitutions = (1 + 1'12)I/2t gives

®scj>II 2
vj Ht(R") = Cj,sIIVjIIHs+i+h/2(R"-1), (3.33)
where
Ci.,s = f
J 00
00
(1 +t2y12rrt12' dt,
and here Cj,, < 00 for s + j < - Z , so u E Hi..

Next, we show that if u E HF, and if 0 E D(R") satisfies
8;¢(x',0)=0 for0< j < -s - Z,

then (u, 0) = 0. Indeed, by Exercise 3.22, if we define
0(x) ifx E R't,

0 otherwise,
then 0± E H(R). It follows that there is a sequence (0)n° 1 in D(R \ F)

converging to in H_s (R") as m -+ oo. Hence, (u, 0) = Urn,. (u, ¢,") = 0.
In particular, u = 0 if u c- HF. for s > - ? .
Suppose now that u E H F . with -k - 2 < s < -k - f o r an integer k > 0,
z
and assume 0 < j < k. Let ri; be as in Lemma 3.36, and define v; E D* (][8"- )
by
(v1,4) _ (-1)j(u, rl;0) for d E D(R't-').

Observe that
I(v;, 0)1 <_ IIu11Hs(R )II?1;OIIH-J(ut't) <_ Il2(RI-I),
so IIVi IIH=+;+U=(R ') < CIIuIIHI (tt"), and that

k
u- vi (u, p) for 0 E D(R")
;-o
where
k
p = 0 - E'1;>/il with *;(x') = dO(x', 0).
;=o
Since 8; p (x', 0) = 0 for 0 < l < k, and since -s - z < k + 1, we have

(u, p) = 0 and so (3.32) holds.
It only remains to deal with the case s = -k - 2. The argument above
HFk-"2
shows that if u E then u = I _O v; ®S(J) with v; E Hj-k(IEP"-')
for 0 < j < k - 1, and with Vk E H-E(IRH_L) for any E > 0. Thus, it
suffices to show that vk = 0. In fact, (3.33) implies v; ®S(j) E H-k-1/z(Wi)
for 0 < j < k - 1, giving Vk ®S(k) E H-' '/2 (R"). However,
2 -k-J/2-.
IIv k ®S (k' lIH , = k,_k_1
C' 2_E IIv kII H- i
and oo as c --> 0, giving the desired result.
Theorem 3.40 Assume that cZ is a Ck-1 1 domain.

106 Sobolev Spaces
(i) If 0 < s < 2, then Ho (1) = HS (S).

(ii) If 1 < s < k, then Ho (S2) = {u E H'(S2) : y (8au) = 0 for J a < s - ?
Proof It suffices to deal with a half space Q = R+. We will use the character-
isation of the dense subsets of a Banach space given by Exercise 2.5.
First suppose 0 < s < z . If W E HS (7)* = H-S (S2) satisfies (w, -0) = 0 for
all q5 E D(S2), then supp w is a subset of the hyperplane F = {x E R" : x" = 01,
and we conclude from part (i) of Lemma 3.39 that w = 0. Hence, D(E2) is dense
in HS (S2), i.e., Ho (S2) = HS (S2).
Next suppose that s > Z, and let E = {u E HS(7) : y(8au) = 0 for (aI <
s- }, noting that this definition makes sense because y o 8' H' (Q) --
z
HS-111(F) for kal < s - 2. Let f E E* satisfy £(o) = 0 for all ¢ E D(Q).
By the Hahn-Banach theorem, there is a w E HS (S2)* = H-S (S2) such that
f(o) = (w, gyp) for all 0 E E. Since W E HFS, part (ii) of Lemma 3.39
shows that w = Eo<j<s-1/2 Vi ® 3(j) with vj E H-s+j+1/2(R"-1)
Hence, for
every q5 E E,
> (-l)J(vj, Y(3 )) = 0,

o<j<s-1/2
and so D(S2) is dense in E, proving part (ii). 0
Vector-Valued Functions
Thus far, the present chapter has dealt only with spaces of scalar-valued (gen-
eralised) functions. The results obtained extend in a straightforward manner to
spaces of vector-valued functions
u: S2-+ c",
and this final section does no more than establish some notational conventions.
We denote the space of compactly supported, C"'-valued, C°O test functions
by
D(Q)," = D(S2; C').
The (sequentially) continuous linear functionals on D(O)"' are then the ("-
valued distributions on 0, and we view these objects as generalised C"'-valued
functions, by writing
(u, v)n = 1 u(x) v(x) dx, (3.34)

Jn
where the dot denotes the bilinear form on cm whose restriction to R" coincides
Exercises 107
with the standard Euclidean inner product, i.e.,

"1
U.V=EuJVJ.
j=1
The set of all Cm -valued distributions on SZ is denoted by D* (0)"' = D* (S2; C'").

We think of u as a column vector or m x I matrix, and let u* denote the row
vector or 1 x m matrix obtained by transposing the complex conjugate u. Using
matrix multiplication, we may then write the standard unitary inner product
in CC' as
m
u*V=U.V=Eujvp
I=1
In this way, the sesquilinear form associated with the bilinear pairing (3.34) is
given by
(u, On = u(x)*v(x) dx.

fn
Of course, if u and v are square-integrable functions from S2 to CC', then (u, v)n
is their inner product in L2 (S2)m = L2 (S2; C"'). The definitions of the vector
Sobolev spaces on S2,
W'(S2)' = Wp (S2; (C'" ), H3 (S2)" = HS (S2; (C'"), HS (S2)m = HS (S2; (Cm),
should now be obvious. Likewise for the vector Sobolev spaces on r. Occa-
sionally, we shall encounter normed spaces of matrix-valued functions, such as
L,, (S2)mx,n = L,,(12; C">°"), whose meaning should also be obvious.
Exercises
3.1 Suppose that u E Lp(S2) satisfies
I(u, v)nl < MIIvIILp.(n) for all V E Lp.(S2).
(i) Show that if 1 
0, the mean value of l u I over E is bounded by M, i.e.,
I11JElu(x)Idx<M.
E1
Deduce that 11U IIL (n) < M. [Hint: take v = sign(u) XE, where XE is
the characteristic function of E.]
108 Sobolev Spaces
3.2 Prove that convolution is associative:
(u*v)*w=u*(v*w) foru,v,wEL1(R")
3.3 For 1 < j < k, let f j E L 1(R") be a compactly supported, non-negative
function satisfying II fj II L, 1, and let 0 < X j < 1. Fix X E 1I8", and
define
g(A)=(fi' *...* f,R)(x) forA=(At,...,Ak).

(Take f to be identically 1 outside as well as inside supp f3.)
° that g (e j) = 1 where ee j E Rk is the vector with compo-
(i) Show
nents (ej )1 = 1 - S jl.
(ii) Use the fact that, for any positive a j and any non-negative A j and µj,
k k k
H ajt-r)xj+ruj = exp (1 - t) L log a^' + t L log aµ'
j=1 j=I j=1
to show that the function g : [0, I ]k --> [0, oo) is convex.

(iii) Deduce that g(A) < 1 if At +...+Ak = k -1. [Hint: A (1-
Aj)ej.]
(iv) Hence show that
k 1
if E-=k-1.
j=1;pj
3.4 Show that supp(u * v) c supp u+ supp v = {x + y : x E supp u and y E
supp U).
3.5 Recall the notation (3.7).
(i) Show that
(d)k
u(x + ty) = u(k)(x + ty; y).
dt
[Hint: k!/a! equals the number of permutations of k = IaI objects
when there are a j objects of type j, for I < j < n, and it is assumed
that objects of different types are distinguishable, but objects of the
same type are indistinguishable.]
(ii) Use integration by parts to verify Taylor's formula for a function of
one variable:
k f(j)(0) Sk+t 1
f (s) = E Si + (1 - t)k f(k+I)(ts) dt.

j=o j 1
k1 J
Exercises 109
(iii) By taking f (s) = u(x + sy), derive Taylor's formula (3.8) for a
function of n variables.
3.6 Define f : R -+ R by
e-' 1' if t > 0,
f(t) = ift<0.
10
(i) Show that f (i) (t) -* 0 as t y, 0, for each j > 0.
(ii) Deduce that f E C°°(R).
(iii) Construct a CO0 function g : IR - R with g > 0 on (-1, 1) and
with supp g = [-1, 1].
(iv) Construct a COG function * E C mP(R") satisfying (3.9).
3.7 Let S2 = (0, 1), choose any 0 E D(S2) not identically zero, and define
¢j E D(S2) by 0, (x) = 0 (j -' x). Show that -Oj -+ 0 in E(Q), -but not
in D(S2).
3.8 Establish that the inclusions D(S2) C E(S2) and D(R'1) C S(R")
E(1E8") are continuous with dense image, by proving each of the following
statements:
(i) If ¢j - 0 in D(S2), then qj -+ 0 in E(S2).
(ii) If 4i -+ 0 in D(R), then ¢f - 0 in S(R").
(iii) If 4j -* 0 in S(R"), then Oj - 0 in E(R").
(iv) Let Ki C K2 C be an increasing sequence of compact sets whose
union is S2, and let Xi E D(S2) satisfy Xi = 1 on Kj. If 0 E E(S2),
then Xicb -+ 4) in E(S2).
(v) Let X E D(W) satisfy X (x) = 1 for IxI < 1, and define Xf E D(R")
for each positive integer j by X,i (x) = X (j _'X). If 0 E S (W), then
XjO -* 0 in S(W).
3.9 Consider a linear functional f : D(S2) -+ C. Show that a is sequentially
continuous (and hence a distribution on S2) if and only if for each compact
set K C S2 there exists an integer m > 0 such that
It(4))I -S CK,," E sup laaol for all 4) E DK(S2).

Ia1<ni K
[Hint: to prove the necessity of the condition, suppose for a contradiction

that there is a K for which no such m and CK,,,, exist, and deduce the
existence of a sequence c 0 in DK(S2) such that £(4j) = 1.]
3.10 Prove from the definition (3.12) that if u E D*(W) and 0 E D(R' ), then
u*0isC°O,with
8a (u * 0) = (a' u) * 46 = u * (a"4)).
110 Sobolev Spaces
3.11 Show that
.Fx,
'1 00 e-i2n jxj-nx dx = e-nl l''
l
{e-n1x1' 1 =
J J1
00
J
.%_)
3.12 For * E L) (RI), show that

(E-lx)l)
_ and
3.13 Let k be a positive integer. We denote the kth-order forward difference

operator by 8 , and then define the kth-order L2 modulus of continuity by
k (t, for t > 0.

a) u) = Sup II SI U II Lz (RI I)
IhI<r
(i) Adapt the proof of Theorem 3.16 to show that if 0 < s < k, then
2
2 2 f Ilsh uiiLZ(R,,)
dh.
IIuIIHA(R")
ti IIuIIL2(R") + " IhI2T+n
(ii) Show that
[cvk(t, u)]2 < Ck J
(iii) Deduce that for 0 < s < k,
f
kU 00
I u L,(R. ) dh [COk(t' u)]2
dt
11
fRIhI'-s+n t2s+)
00
r l221s[cok(2-j, u)]2.
j==-oo
3.14 Let Xj E D(]R") be as in part (v) of Exercise 3.8, and lets E R. Show that
if u E Hs(]R"), then Xju -3 u in Hs(IR")
3.15 Consider a distribution u E V* (0) with supp u c K C= Q.
(i) Show that there is a unique u E D*(]R") satisfying It = u on 0, and
u = 0 on 1R" \ K. [Hint: use a cutoff function X E D(Q) with X = 1
on K.]
(ii) Show that if s E ]R and u E Hs (S2), then II u II Ha (Ruu) < Cs. K II u II Hs (n)
3.16 Give an alternative proof of Theorem 3.20 for 0 = R", as follows.
Exercises 11 l
(i) Prove Peetre's inequality:
(1+1e12)s < 21s'(1+11; _1 I2)1sl(1+InI2)s fore, n E R' ands E R.

(ii) Use the relation 4u = * u to deduce that if u E Hs(R'), then
Ou E Hs(R") with II0UIIH.'(Rn) < CsIIUIIH.(Rf), where
Cs = 21sJ12 f (1 + I
de.
3.17 Let * and *' be as in (3.9) and (3.10).
(i) Show that if u E D* (RI), then the convolution uE = Vrr * u belongs
to £ (Rn) and
supp uE c {x E R" : dist(x, supp u) < E}.
(ii) Lets E R, and show that if u E Hs (R71) then
IIUEIIH-(R'I) <_ IIuIIH-I(R'I) and l o IIuE - UII HS(R.,) = 0.
3.18 Show that if S2 is the crack domain shown in Figure 2(ii), then D(S2) is
not dense in HI (Q) for s > n/2.
3.19 Let U E V* (Q) and S E
(i) Suppose W is an open set and X E E) (W). Show that if u E HI (w n
0), then XU E HI (0) and 11Xu1IH,(92) < Cx,s1Iu1IHs(wns ).
(ii) Suppose (¢i ) is a partition of unity of the type used in the proof of
Theorem 3.29. Show that u E H-'(9) if and only if 95i u E Hs (Wi n o)
for 0 < j < J, in which case
I
IIUIIH=(n) ^' L
.i=o
3.20 Prove the following inequalities, due to Hardy: for a > 0 and 1 < p < oo,
dY\ dx
LJ'(x-"
0 Jo
X If(Y)I
Y x
I/P
<
a
fo
IY-"f(Y)IP
dy1'lP
JJ
and
00( (oo d PdxlhhP 1(foo d . 1/P
CJo Cx",1
If(Y)I y) x J < a ly"f(Y)IP y l
[Hint: make the substitution y = xt in the inner integral, and then apply
Minkowski's inequality, i.e., think of t H f (- t) as a map from (0, 1)
or (1, oo) into a weighted LP space on (0, oo).]
112 Sobolev Spaces
3.21 Let1<p<oo.
(i) Show that, for -co < a < b < oo and f E L p (a, b),
fb` p p b
p
Ja x-a f a If(t)I dtl/ dx < ( p- 1
I
u
If(t)Ipdt,
1
f (b -x , If(t)I dt)pdx < \

p /paIbIf(t)Ipdt
.p-
[Hint: use Exercise 3.20.]
(ii) Show that, for u E D(R2),
fffb
fblu(x,x)-u(Y,Y) p('Jdx)(-v/-2 dy)
a a x-Y
(p2p
1
)'f'f Y)I P+Iazu(x,Y)IP]dxdy.
[Hint:u(x, x) - u(y, y) = fx a2u(x, t) dt + f: aIu(t, y) dt for

y <x.]
(iii) Let yu(x') = u(x', 0) for x' E R"-1 and u E D(IR"). Show that
ff , -,
IYu(x') - Yu(Y')I p
Ix' - y' I p
dx'dy' < C,,,,
i=
J
R
18fu(x)Ip dx.
(iv) Show that, for u E D(IR"),
IIYUIIL,,(W'-1) < CIIUIIW;(R")
[Hint: write y u (x') 8 (X u) (x) dx for a suitable function

X(X") .1
(v) Deduce that y : WW(R") for each integer k >"0.I.
3.22 Consider the half space Q = {x E R,1 : x" < 01. Let U E D(S2), and
define
U(X) if x" < 0,

U (X) =
0
(i) Show that Ck."(1 + It'I)-k(1 + 14"1) - I for every k > 0.

(ii) Hence show that U E Hi = HS (S2) for s < 1
(iii) Show that if a,u(x', 0) = 0 for 0 < k < j, then U E Hr (S2)
for s < j + 3 .
4
Strongly Elliptic Systems
We are now ready to begin our study of boundary value problems for linear
elliptic systems of second-order partial differential equations. The first task is
to explain how, via the first Green identity, such problems fit into the abstract
scheme treated in Chapter 2. We then define the class of strongly elliptic opera-
tors, and investigate when such operators are coercive. After that, an existence
and uniqueness theorem for weak solutions in H' (S2)" is given, expressed in
the form of the Fredholm alternative. Next, we prove regularity of the solution
on the interior and up to the boundary, under appropriate assumptions on the
data and the domain. We also prove the transmission property, which will be
used later to show regularity at the boundary of surface potentials for smooth do-
mains. The final section of the chapter presents some rather technical estimates
of relating the H1-norm of the trace and the L2-norm of the conormal
derivative. These estimates will allow us to prove some limited regularity of
surface potentials for Lipschitz domains.
The First and Second Green Identities

Suppose that Q is a non-empty open, possibly unbounded subset of ll8", and
consider a linear second-order partial differential operator P of the form
n it It
Pu=->>8J(Ajkaku)+j:AjBJu+Au onc2, (4.1)

j=1 k=1 j=1
where the coefficients
Ajk = [apgJ, AJ = à',q], A = [apgl
are functions from S2 into C""", the space of complex m x m matrices. Thus,
I < p < m and 1 < q < m, and P acts on a (column) vector-valued function
113
114 Strongly Elliptic Systems
U : Q -- C'" to give a vector-valued function Pu : cZ -,, Cm, whose compo-

nents are
M M M
(POP - L+ L Lr
nn nn
aJ (ap4aku4) + nn
ap9aju4 + ap9u9
j=1 k=1 R=1 j=1 q=1 9=1
fort <p <m.
We shall see in Lemma 4.1 that P is naturally associated with a sesquilinear
form 4), defined by
r12 ( n n n
D(u, V) = E E(Ajkaku)*ajv + J:(Ajaju)*v + (Au)*v dz. (4.2)
J j=1 k=1 j=1
(Recall that * denotes the conjugate transpose of a matrix or vector.) It will

always be assumed that the coefficients A jk, A j and A belong to L,"' (S )"'X'n,
so that 0 is bounded on HI (Q)m:
14) (u, v)I _ CIIu1IH1(92)'" IIvIIH- (a) foru, V E HI(S2)m.
If, in addition, the leading coefficients A jk are Lipschitz, then P : H2(Q)"' -±

L2 (2)' is a bounded linear operator. When the lower-order terms are dropped
from P, we are left with the principal part Po, which can be written in divergence
form as
n
Pour where 13ju = EAjkaku. (4.3)
j=1 k=1
If 0 is a Lipschitz domain, then the conormal derivative is defined by
>2 vjy(Sju) on I', (4.4)

j=1
where, as usual, v is the outward unit normal to 0, y is the trace operator for 0,
and r = 8S2 is the boundary of Q. The conormal derivative arises naturally via
the following lemma, known as the first Green identity.
Lemma 4.1 If S2 is a Lipschitz domain, and if the coefficients Ajk are Lipschitz,
then
1'(u, v) = (Pu, v)o + yv)r foru E H2 (0)"' and V E HI(S2)m

The First and Second Green Identities 115
Proof. By the divergence theorem (Theorem 3.34), if w E C.IpmP(S2) then
I 8jwdx = Jr vj wda,
and one sees with the help of the density and trace results in Theorems 3.29 and
3.38 that this formula holds in fact for any w E H 1(S2). Taking w = (,t3 j u)*v,
we obtain
n a [(B;u)*v]dx = fr vjy[(Bju)*v]dc
J for U E H2(0)"' and V E H (SZ)n',
and the result follows after summing over j, because by (4.3),

n n
aj[(Bju)*v] = -(Pou)*v + 1:(Bju)*ajv.
j=1 J=1 0
In order to state a dual version of Lemma 4.1., we define

It
Bju = EAkjaku+A*u,
k=1
and put
n n n
P*u = aku) - Eaj(A*u)+A*u

j=1 k=1 j=1
n
_-E8jBju+A*u on S2,
j=1
and
_ n
B vu = E vjy(Bju) on P. (4.5)
j=1
In fact, by arguing as before, but now with w = u*B j v, one easily verifies the
following identity.
Lemma 4.2 If c2 is a Lipschitz domain, and if the coefficients A jk and A j are

Lipschitz, then
4 (u, v) = (u, P*v)n + (Yu, Bvv)r foru E H1(S2)m and V E H2(c2)n'.

Thus,
(Pu, v)n =' (u, v) = (u, P*v)Q for U E Hz(S2)'" and V E D(S2)"',
because yv = 0 on T. Hence, if u E H1(S2)"', then we can define Pu

as a distribution on S2 by
(Pu, v)n = t (u, v) for v E D(c2)'",

even if the coefficients Ajk are not Lipschitz, but only belong to Loo(S2)''"Likewise,
we can define the distribution P*u for any u E H 1 (S2)' by
(P*u, v)u = (D*(u, v) for u E D(S2)'".
The operator P* is called the formal adjoint of P. Its principal part is given by
n !t n
(P*)ou=-E1: aj(A*
j=1 k=1 j=1
which coincides with the formal adjoint of Po, allowing us to write
Po = (P*)o = (Po)*.
However, the conormal derivative of u relative to P* is
n n
vjy(Axjaku) = 9,u - vjy(A!u),
j=1 j=1
which coincides with I3,u if and only if A j = 0 for all j. One says that P is
formally self-adjoint if P* = P, i.e., if the coefficients of P satisfy
A* = Ajk, Aj = O, A* = A. (4.6)
In this case, l3 13, and the sesquilinear form (4.2) is Hermitian, i.e.,
(D(v, u) _ 4(u, v) for u, v E H'(SZ)"'.
The next lemma will allow us to extend the definition of the conormal deriva-
tive.
Lemma 4.3 Suppose that S2 is a Lipschitz domain. If U E H1(S2)m and f E

H-I (Q)m satisfy
Pu = f on 0,
The First and Second Green Identities 117
then there exists g E H-1/2(r)'" such that
0(u, v) = (f, v)n + (g, Yv)r for v E HL(S2)m.
Furthermore, g is uniquely determined by u and f, and we have
IIgIIH-"2(r)" < C IIUIIH'(2)1° + C11f 11x-I(ny
Proof By Theorem 3.37, there exists a bounded linear operator n : H 1 /2 (r)^' -

HI(E2)1 satisfying v for all v E H'/2(r)"'. Since [Hl(S2)"']* _
H-' (S2)"' and [Hh/2(r)"']* = H-1/2(11)"', we can define g E H-'/2(11)'" by
(g, w)r = 0 (u, 77 w) - (f, r)w)a for w E Ht/2(11)'".
Given V E H1(c2)"', consider the function vo = v - 77y v. Since yvo = 0, we

have vo E Ho (S2)'" by Theorem 3.40, so there is a sequence o in E)(0)"'
that converges to vo in H 1 (0)1. Hence, using the fact that Pu = f on Q,
c(u, vo) = h (D(u, 0;) =1lim (f, 0,i)s2 = (f, vo)Q,
and by the definition of g,
1(u, v) = (D(u, vo + )7Yv) = (f, vo)n + (g, Yv)r + (f, r1Yv)o

= (f, On + (g, Yv)r,
as required. Finally, if g, and $2 both satisfy the conclusions of the lemma, then
for the difference g, - $2 E H-1/2(11)"' we have (g, - 92, yv)r = 0 for all
V E Hl (2)'", and therefore (g, - $2, w)r = O for all w E H1/2(11)'", implying
91 = g2
Note that g is not uniquely determined by u alone, but depends on the choice
off . The problem is that we could have Pu = f, = f2 on S2, with the difference
f, - f2 a non-zero distribution on R" having support in F. However, provided
f is clear from the context, we shall write g and call this distribution
the conormal derivative of u. In particular, if Pu E L2(0)"', then we always
define B ,u by making the natural choice
Pat on S2,
f - {0 on R" \S2,
thereby ensuring consistency with the original definition of the conormal deriva-
tive. We extend the definition of 13,u in the same fashion, with the help of
Lemma 4.2. The next theorem follows at once; cf. (1.8) and (1.9).
Theorem 4.4 Let 0 be a Lipschitz domain, and suppose that u, v E H I (Q)n'.
(i) If Pu E L2 MY', then the first Green identity holds:
c(u, v) _ (Pu, v)n + (13u, Yv)r

(ii) If P*v E L2(S2)"', then
c(u, v) _ (u, P*v)Q + (Yu, B v)r

(iii) If both Pu and P*v belong to L2(S2), then the second Green identity holds:
(Pu, On - (u, P*v)st = (Yu,13,,v)r - (13,u, Yv)r
Strongly Elliptic Operators

Let V be a closed subspace of H1(Q)"', such that V is dense in L2(0)"'.
Following the terminology established in Chapter 2, we say that (D and P are
coercive on V if
Re 4) (u, u) > cIIUIIHI(n)s. - CIIuIIi,(0),0I for U E V.
Obviously, in this context L2 (S2) acts as the pivot space for V. When seeking to
determine whether or not a given differential operator is coercive, we can ignore
the lower-order terms, and consider just the sesquilinear form corresponding to
the principal part,
n
4>0(U, v) = E(Ajkaku)*8jvdx.
Jj=.1 k=1
Lemma 4.5 The differential operator P is coercive on V if and only if its

principal part Po is coercive on V.
Proof. For any 6 > 0, we have
I'D (u, v) -'Do(u, v)I -< C11U11HI (n),,, IIv11L,(n)"

< C(EIIU1121 +E-'IIVI1L2(s2)
so if Po is coercive, i.e., if Re co (u, u) > c II u 11 H Al" - C II u II L2(2)"' , then

Re4D(u,u) >
and by choosing E sufficiently small, we see that P is coercive. The converse

is proved in the same way. 0
Strongly Elliptic Operators 119
The differential operator P is said to be strongly elliptic on S2 if

" It
Re>2>2 [Ajk(x) k 1 *Sj77 > for all x E 0, l; E R" and >) E C"'.
j=1 k=1
(4.7)
Depending on the subspace V and the regularity of S2, this purely algebraic
condition on the leading coefficients is often necessary and sufficient for P to
be coercive.
Theorem 4.6 Assume that the coefficients Ajk are (bounded and) uniformly
continuous on Q. The differential operator P is strongly elliptic if and only if
it is coercive on Ho (S2)1'1.
Proof. Suppose that P is strongly elliptic. First we consider the special case
when the leading coefficients A jk are constant. Let U E Ho (S2)'" = H' (S2)"',
i.e., let u E H1(R")"' with supp C S2. Since .F,,k[aju(x)}
Plancherel's theorem implies that
f (Ajkaku)*aju dx = (27r )2 )J* ju(S) dS,

R11 JR"
so, taking ri = u(l) in (4.7),
Re(Do(u, u) (27r
)2
f
g
c>2
j=1
f. Iajul2dx
CIIUI12'(2)u' -CIIUIIL2(s2)"
By Lemma 4.5, we see that P is coercive on Ho (S2)"'

To handle the general case, let c > 0 and choose 8 > 0 such that
max IA jk(x) - Ajk(Y)I < E for Ix - yI < S. (4.8)

j,k
Cover SZ with a locally finite family of open balls B1, B2, B3, ... , each of
radius S. (If 0 is bounded, then the family of balls will be finite.) Since the
diameters of the balls are bounded away from zero, we can assume that for
each d > 0, there is a number Nd such that any given set of diameter less
than d intersects at most Nd balls. By Corollary 3.22 and Exercise 4.6, we
can find real-valued functions 01, 02, 03, ... in C,1,,mp(W) with 01 > 0 and
supp,0) c B1, such that
01(x)2 = 1, >2cbi(x) < C, and >2I8j0,(x)I < C, forx E S2.

1>1 1?1 !?1
Note that the number of non-zero terms in each sum is finite, and is bounded
independently of x. Since
[Ajkak(4lu))*aj(Oly) = 01 (Ajkaku)*ajll + (akOl)0!(Ajku)*ajv

+ O1(aj0l)(Ajkaku)*v + (akOl)(ajO,)(Ajku)*v,
we have
0o(0lu, 01u) < CIIuIfHI(s2)'n IIu1IHI(2)n,

1> 1
and also
Re (Do(u, u) > Re4 o(01u, 01u) - CIIu1IHI(n)n' IIuIIL,(9),1 .

1>1
Let fio denote the sesquilinear form obtained from (Do by freezing the coeffi-
cients Ajk (x) at x = x1, the centre of the ball BI, and observe that
4'o(0tu, 01u) - Co(01u, 0tu) = f {[Ajk(x) - Ajk(x!)Jak(01u)}*aj(olu) dx.

From the special case considered earlier, we know that (Do is coercive on Ho (S2),
with constants independent of 1, and by (4.8),
IAjk(x) - Ajk(x!)I < E forx E BI,
so
Re (Do(01u, 01u) Re to(Otu, 01u) - 6110,UI12
> (c -E)IIfiluIIHa(n),n -CII01uIIL,(n)"1,
and
Re Do (u,u)>
1>1
-C 1101U112
),n - CIIuIIHo(S2)n, IIu11L2(szyn
1>1
Since the 0,2 form a partition of unity,
II0IUIIL2(n) = f E0l(x)2lu(x)I2dx = IIUIIL2(n),n

!>i l>1
and
Il018;u + (a;o,)ull2L2(),H
IIajul1L2(n)N, - C11 uIIHo(Q),,,11u11L2(n)"'-
Using the inequality ab < (E'a2 + b2/E'), we see that

2
/ 1
)IIU112,(si)u'
Re(Do(u, u) > (c - E - E')IIUIIHo(n)m - Cf l + E,
so P is coercive on Ho (S2).
To prove the converse, take a real-valued cutoff function >/r E C mp(R")
satisfying
*>0onR", Jr=0forlxl>1, *(x)2dx=1.

fRII
Let xo E 0, and put *E (x) _ E-"j21/r(E-l (x - xo)), so that for E sufficiently

small, E C mp(S2) with
r
'VE > 0 on n, 0 for Ix - xol > e, /rE(x)2 dx = 1.
J
Thus, '1/!E (x)2 converges to 8 (x - x0) as c 4. 0. Consider the function
uE(x) _ 1E(x)e`t.XI?.
Since
IIUEIlL2(n)"' = 1171,
and since ajuE = and ajtfE = E-'(aj*)E, we have
Now,
(AjkakuE)*ajuE = 'YE (Arjk +i1IE(ak /E)(Ajk17)* J

-',,/E(aj'YE)(Ajk k?I)*17 + (ak E)(aj*E)(AjkY1 !)*TI, t
so if we define
A'k f1/Ie(x)2Ajk(x)dx,
=
then
ReE j11 > ReIo(uE, uE) -

C(E-2
j=1 k=1
If we now assume that P is coercive on Ho (0)', then
Re'Do(uE, uE) _> c11 uEII HacWN - CIIuEllc2(si),,, >- c(E-2 + CIrjJ2,
implying that
n
Re it kr1)* j17 ? C(l + E-2 +

j=1 k=1
Now replace by tl; where t > 0, divide through by t2, and send t -+ 00
to obtain (4.7) with A)k in place of A,k. Since Ask -+ Ajk(xo) as c y 0, we
conclude that P is strongly elliptic. 0
For scalar problems, i.e., when m = 1, the strong ellipticity condition (4.7)
simplifies to
n
1: 1: Ajk(x)44k4'j >
it
Re for allx E S2 and E R",

j=1 k=1
and the next result is usually sufficient for establishing that the differential
operator is coercive on the whole of H 1(S2), not just on Ho (S2); cf. Exercise 4.1.
Theorem 4.7 Assume that P has scalar coefficients (i.e., m = 1), and that P
is strongly elliptic on 0. If the leading coefficients satisfy
Ak j = A jk on S2, for all j and k,
then P is coercive on H 1(S2).
Proof Define F : 0 x C" --* C by

!Y n
F(x, Ajk(x) k `;j.

j=1 k=1
The symmetry condition on the leading coefficients implies that
F(x, + ir1) = F(x, ) + F(x, >)) for x,17 E R",

and so by strong ellipticity, Re F(x, l;) > cI:;12 for all l; E C" (not just for E
L"). Hence, for all u E H' (S2),
Re (DO (u, u) = j Re F(x, gradu) dx cgradull?.().

z
El
In a similar fashion, when m > lit is easy to see that P is coercive on H' (S2)"
if Akj = Ask and
n n n
Re E[A,k(x)k]*; >c lei l2

j=1 k=I j=1
for all x E cZ and 1, ... , l; E R'", (4.9)
but this assumption excludes some strongly elliptic operators with important
applications; see Exercise 10.3.
Using an approach due to Ne6as [72, pp. 187-195], we shall prove a sufficient
condition for coercivity on H' (S2)"` in the case when the leading coefficients
can be split into sums of Hermitian rank-1 matrices, i.e.,
t
Ajk = brj
r=1
where the blj are (column) vectors in C". It follows that Po must be formally
self-adjoint, and that
L It
(Do(u, v) = uNvdx where Nu = E b* 8j u. (4.10)

J2
1=1 J=I
Note that the first-order differential operator N acts on a vector-valued func-

tion u to produce a scalar-valued function Nu, and that
L
b0(u, u) = QNulli2cn) >_0 for u E H' (p)'".
r=1
An important example of a strongly elliptic operator of this type is described

in Chapter 10; see in particular Theorem 10.2.
The proof of coercivity is based on the following technical lemma, whose
proof turns out to be surprisingly difficult.
Lemma 4.8 If l is a Lipschitz domain, then for any integers p > 0 and q > 1,
and for any u E D(S2),
IIuIIH-P(s2) <- CIIUIIH-1-q(92) + C T, 11 VU 11 H-1-11 (9)

IctIsq
Proof. Since D(S2) is dense in HS (S2) if s < 0, it suffices to consider u E D(S2).

Plancherel's theorem gives
C f m
(1 + (i
\ + lai=q Ir l2)Iu(t)l2d
2
<- C I I u I I H C E II a°` u II H-n-a (R") ,
IaI=q
so by Exercise 3.15,
IIuIIH-1(n) <- CK (lullH_P (n) + 57, II a" u II H (lz) ifsuppu c KC=S2.

Ial=q
In doing away with the dependence on K, we can assume that 7 is a Lipschitz

hypograph, given by x < (x'). Our strategy is to make a change of variable
x = x(y), with x E 92 and y in the negative half space R.
For E > 0, let 'NE be as in (3.9) and (3.10), introduce the C°° function
f (y', c) = (`YE * ) (y'), and define
KE (Y) = (Y', f (Y', -Ey) + y,1) for y < 0.
Since grad E L,,. (R"- 1), we find that
a C
(ayn-1)«,,-, (aE
)a,r f (Y', E) < EIaI-1 for laI > 1. (4.11)
( I ) «I ...
ay,
Thus, a,(KE)n(y) = 1 - Ea. f (y', -Ey11) = 1 + O(E), and we now fix c small
enough so that
c < 8,1(KE),1(Y) < C for y < 0,
and write K = KE. In this way, K (y) is a strictly increasing function of y, E

(-oo, 0), with K. (y) f ' (y') as y71 T 0, and so K : lR" - 0 is a C°O diffeo-
morphism, and it can be shown using (4.11) that
CI-1
Ia"K(Y)I < for lal > 1.
IYn l
In the substitution x = K(y), we have x' = y', so the Jacobian is simply
detDK(y) = K. (y).
Also, by differentiating the equation xn = f (x', yn with respect to x,

one sees that
ay, -ajf(x', -Eyn)
axj 1 - Eanf (x', -Eyn)
<C for1<j<n-1,
and by differentiating with respect to x,,, one sees that
ay"
1 <_ C.
ax,, 11 -Eanf (x', -Eyn)I
The higher-order partial derivatives of K can be estimated in a similar fashion,
giving
aaK-1(x) afor lal > 1.

lyn l
Let us now show that

11U 0 CIIuIIH-P-,(f2),
(4.12)
Ilaj(u OK) IIH-,, (J^) < CllajuHHH-P-,(n) + Cllanu!IH-P-I(-2).
For 0 E D(R" ),
DK-1(x)
(u o K, 0)w,h I = I
fn u(x)(cp o K-1)(x) det dx
<CIIuIIH-,, (g)II(0oK-1)detDK-1IIH,+i(n)+
and since
aju(x) + for 1 < j < n- 1,
aj(u O K)(y) = t anU(X)a,,
K. (Y) for f - n,
we have
(aj(u o K), O),, CllajullH-n-'(s2)II(0 o K-1) detDK-1lIHP+i(O)
+Clla,,UIlH-r-1(S2)II(4ajKn) oK-1 detDK-1IIH,,+l(s2),
where only the second term on the right is present if j = n. With the help of
Theorem 3.33 and Exercise 4.3, we find that both
II(10o K-1) detDK-11IH+,+t(n) and II (0ajK,,) o K-1 detDK-1IIHp+i(S2)

are bounded by
IYnl2(jal-p-1)Iact 5 (Y)12dY
C
lal<p+l Y"<0
implying that (4.12) holds. Also, if q5 E V(S2) then
(u, I (u o K, (0 o K) det DK)R

< C II u o K II H-p(R"-) II (0 0 K) det DK 11 ft,(R")
and
x')
IaIp f I
II(,OOK)detDKpHP(w) < C
2
Ho
CII0II2 (S2),
SO 11 u 11 H-1(1z) -< C II u o K II H-p (RID. Hence, using the Seeley extension operator E
from Exercise A.3, we have
IIUIIH-p(n) < CIIE(u o K)IIH-p(R,n)

n
< C II E (u 0 K) II H-p-I
C:II aj E(u 0 K) 11 H-p-I (Ra )
j=1
n
< C II u 0 C E 1181(u 0 K) II H-p (Z)
j=1
n
<- CIIullH-p(Q)+C11aju11H-p m),

j=1
which proves the result when q = 1. The general case now follows by induction
on q. D
Theorem 4.9 Assume that 0 is a Lipschitz domain and that (Do has the form
(4.10), and put
n
forl <l <L.

j=1
The operator P is coercive on H 1(0)'n if, for 1 < r < m, there is an integer
q,- > 1 such that, for every multi-index a with J a I = q,. + 1, there exist polyno-
mials Q1, ... , QL, each homogeneous of degree qr (with scalar coefficients),
satisfying
L
L
1=1
taer for all E Rn,
where er is the rth standard basis vector in C'. (Note that Ql depends on r
and a.)
Proof. Let U E D(SZ)"' and 0 E D(S2), and let Q1 be the partial differential
operator corresponding to Q1(4) in the same way that N corresponds to N1( );
thus, under Fourier transformation,
fix- 4{Nu(x)} = Nl(i2n1)u() and T

Suppose P and 8 are multi-indices with IPI = I and 181 = qr. Applying
Plancherel's theorem, and taking a = p + 8 and ur = e,**, u, we have
(81ur, aa4')n = (d ur, 810) = f lq.-1(2n dr;
L fN
"
t(i2rr )u( )Q,(i2 )d
L L
_ >(Nu, Q10) _ >(N1 u, Q10)a,
1=1 1=1
so
I (anal ur, 4'Tl <_ C L IINruIIL?(n)IIQ14IILZ(sa)

1=1
L
< C: II L2 (sa)11011,9q'. (a)"
1=1
implying that
C IlNullf,(la) = Ccpo(u, u).

1=1
Thus, by applying Lemma 4.8 with p = 0,
C11aflU,112 E 11aaaflU,112
IlalurllLA(sa)
I«I :sq,
<C Ila"a#urll H v,(n) +c
II ur II L,(Q) + C4)o(u, u),
and we have only to sum over 10 1 = I and 1 < r < m .

Boundary Value Problems

In this section, we shall see how the Fredholm alternative allows us to answer
fundamental questions of existence and uniqueness for the solutions of elliptic
boundary value problems. Suppose that the boundary of the domain S2 has a
Lipschitz dissection
r= ID UIIUFN,
and that boundary conditions of Dirichlet and Neumann type are specified on
I'D and FN, respectively. Thus, our task is to find u E H' (S2)" satisfying
Pu = f on S2,
YU = gD on FD, (4.13)
l3vu = gN on rN,
for given f, gD and gN. Using our definitions of Pu and B,u as distributions,
we see that (4.13) is equivalent to
yu = gD on rD and c(u, u) = (f, v)D + (gN, yv)rN for v E HD(S2)"',

(4.14)
where
HD(S2)"' _ {v E H' (Q)' : yv = 0 on rD}.
Recalling Theorem 2.27, we expect that if there exist non-trivial solutions to

the homogeneous problem
Pu = 0 on S2,
yu=0 onrD, (4.15)
0 on FN,
then we ought to consider also the homogeneous adjoint problem,
P*v=0 on S2,
yv = 0 on rD, (4.16)
O on rN.
Theorem 4.10 Assume that 0 is a bounded Lipschitz domain, and that P is coer-
cive on HAM)"'. Let f E H-' ( 7)m, gD E HI/2(rD)m and gN E H- 1/2 (r,4 yn,
and let W denote the set of solutions in H' (S2)' to the homogeneous prob-
lem (4.15). There are two mutually exclusive possibilities:
Boundary Value Problems 129
(i) The homogeneous problem has only the trivial solution, i.e., W = (0). In
this case, the homogeneous adjoint problem (4.16) also has only the trivial
solution in H 1(S2)'", and for the inhomogeneous problem (4.13) we get a
unique solution u E H 1(S2)". Moreover,
CII f CH DIIH'1'tro)- + CIIgNIIH-""2(rN)^'
(ii) The homogeneous problem has exactly p linearly independent solutions,

i.e., dim W = p, for some finite p > 1. In this case, the homogeneous ad-
joint problem (4.16) also has exactly p linearly independent solutions, say
v1, ... , VP E H 1(Sl)"', and the inhomogeneous problem (4.13) is solvable
in H 1(0)'" if and only if
(v1, f )Q + (Yv1, 9N)rN = (Evv1, 9D)rp for I < j < p.
When the data satisfy these p conditions, the solution set is u + W, where
u is any particular solution. Moreover
IIu+WIIH'(i)"lw <CIIfIIy--(n),n +CIIgDIIH' (rpy-' +CIIgNIIH-"ZcrNy-
Proof. Put V = HD(S2)"' and H = L2(S2)"', and consider the operator A :

V -+ V * determined by (D in the usual way. We note that since S2 is bound-
ed, Theorem 3.27 applies, so the inclusion V C H is compact. Hence, by
Theorem 2.34, A is Fredholm with index 0. Furthermore, each distribution
fo E H-1 (0) gives rise to a unique functional Fo E V*, defined by (Fo, v) _
(fo, v)n for v E V (although different fo's can give the same F0 if r'D 0 0).
Thus, for uo E V and fo E H-1(Q), the equation Auo = F0 is equivalent to
yuo=OonFD and 4)(uo,v)=(fo,v)n forvEV. (4.17)
To handle the inhomogeneous Dirichlet condition in (4.13), we write u =

uo + iEgD, where E : H1/2(rD)"' --+ H1/2(r')n, and1: H1/2(r),n _+ H1(S2)m
are extension operators constructed with the help of Theorems A.4 and 3.37.
In this way, yu = gD on rD if and only if yuo= 0 on r'D. Choose any
extension gN E H-1/2(r')"' of gN, and define fo ER -1 (0)"' by
(fo, v)c = (f, v)n - ID(r7EgD, v) + (gN, Yv)r for v E H1(S2)'n,
so that (4.14) is equivalent to (4.17), or in other words, so that (4.13) is equivalent

to the equation Auo = FO. We remark that uo can be thought of as a solution of
Puo = fi on Z,
yuo = 0 on I'D,
13vuo = 81 on FN,
where f, = f - PiEgD and gi = gN -13vri EgD. Notice that for v E V,
I(Fo, v) I = I(fo, v)r21 < C11f 11N-I(Q) IIvjjHi(n)'" + CIIrjEBDIIH'(52)"" IIviiW(s2)",
+ CII8NIIH-'r(rN)- IIYvIIH1/?(rN),"
< C(11f IIH-x(52)" + II9DIIH"/2(rD)" + II8N11H-./2(rN)"')IIviIH'(n)'n
so
IIFoIIv- < C11f11X-'(s2)"'

+CIIBDIIH'/'-(FD)"" +CIIBNIIH-1/'-(rN)"'
The homogeneous problem (4.15) is equivalent to Au = 0, so W = ker A.

Likewise, the homogeneous adjoint problem (4.16) is equivalent to
yv = 0 on FD and 4)(u, v) = 0 for U E V,
which in turn is equivalent to A*v = 0. Thus, in case (i) there exists a unique
uo = A-' FO, and hence also a unique u = uo + r?EgD, with
IIuiIH'(s2)"H < IIuoIIv + IInEgD11H'(s2)"' -< CIIF0IIv + CI18DIIH'/'-(r0)-,.
In case (ii), the equation Auo = FO is solvable if and only if (Fo, vj) = 0
for 1 < j < p. Since the first Green identity gives
4)(?7EgD, vj) = (rlEgD, P*vj)c + (Yr1EgD, Evvj)r = (8D, 13vvj)rD,
and since (RN, yvl)r = (gN, yvj)rN, it follows that (4.13) is solvable if and
only if
(f, vj)n - (8D, kvj)ro + (8N, Yvj)rN = 0 for 1 < j < p.
When these p conditions are satisfied, Il uo + W ll v/ w < C II Fo II v , and by

choosing w E W such that Il uo + w II v = II uo + W II v/ w, we have
IIu+whlH'(s2)-" < Iluo+wlly+IIlEBDIIHI(r2)-' :S CIIFolfv*+CIlgDIIHI/2(rD)",,
giving the required estimate for IIu + W II H 1(Q)m/ w 0

Boundary Value Problems 131
Note that for a pure Dirichlet problem, i.e., when I, = I'D, any strongly
elliptic operator with leading coefficients in W,,,.(Q)mxm is coercive on V =
HD02)"' = Ho (S2)"' by Theorem 4.6. Also, we may take f E V* = H- I (Q)1n,
because no use is made of the conormal derivative. For a pure Neumann problem,
i.e., when r = FN, the proof of the theorem above is greatly simplified because
u=uo E V=H'(U)"' andFo= fo EV*=H-'(S2)"`
Next in importance after the Dirichlet and Neumann problems is the third
boundary value problem:
Pu = f on S2,
(4.18)
=g on F.
Here, the coefficient B is a known function (matrix-valued, if m > 1). The

third boundary value problem reduces to a pure Neumann problem if B is
identically zero. In fact, for non-zero B, (4.18) is only a compact perturbation
of the Neumann problem, and we can state the Fredholm alternative in terms
of the homogeneous problem
Pu=O on S2,
(4.19)
B,u+Byu =0 on IF,
and the homogeneous adjoint problem
P*v=0 on S2,
(4.20)
on F,
as follows.
Theorem 4.11 Assume that 0 is a bounded Lipschitz domain, that the dif-
ferential operator P is coercive on H' (0)m, and that B E Let
f E H-'(S2)"' and g E H-'l/2(F)m, and let W denote the set of solutions
in H' (c2)"' to the homogeneous problem (4.19). There are two mutually exclu-
sive possibilities.
(i) The homogeneous problem has only the trivial solution, i.e., W = (0). In
this case, the homogeneous adjoint problem (4.20) also has only the trivial
solution in H' (0)"', -and for the inhomogeneous problem (4.18) we get a
unique solution u E H' (S2)". Moreover,
IIUIIa (2)" < CII.f CIIgIIH-w(r)-.

(ii) The homogeneous problem has exactly p linearly independent solutions,

i. e., dim W = p, for some finite p > 1. In this case, the homogeneous ad-
joint problem (4.20) also has exactly p linearly independent solutions, say
U1, ... , up E H' (S2)'", and the inhomogeneous problem (4.18) is solvable
in H' (0)"' if and only if
(vi, f)n + (Y vi, g)r = 0 for 1 < j < p.

When the data satisfy these p conditions, the solution set is u + W, where
u is any particular solution. Moreover
IIu + WII H'(S2)"'/w < Cll f 111,-i(ny" + CIIgIIH-"(r)
Proof Put (Au, v)S2 = fi(u, v) and (Ku, v)Q = (Byu, yv)r for u, v E
H' (0)"'. The operator A : H' (S2)"' - . H-' (S2)' is bounded, and for any 0 <
E <'
I (Ku, v)!al <_ C II uII H1r_+f(sa)'" IIv11H'(a),",
so K : H 1/2+E (S2)'" H-' (0)"' is bounded and hence K: H' (S2)'"

H-' (S2)'" is compact. Since A is coercive on H' (S2)'", it follows that A + K :
H' (S2)"' -* H-' (S2)'" is a Fredholm operator with index 0. By the first Green
identity, a function u E H' (0)"' is a solution of (4.18) if and only if
((A + K)u, v)n = (.f, On + Yv)r + (Byu, Yv)r,

so (A + K)u = F where (F, v)o = (f, v)n + (g, yv)r. The estimate
I(g, Yv)rI < CIIg11H-'/'--(r)I" IIY-IIH""2(r)_< C11811H-"12(r)IlullH'(a)"
shows that F E F1 -I (S2)'", so the results follow directly from Theorem 2.27
after noting that, by the dual version of the first Green identity (Lemma 4.2),
the adjoint of A + K is given by
(u, (A + K)*v)Q = (D(u, v) + (Byu, Yv)r

= (u, P*v)n + (yu, B*yv)r,
assuming in the usual way that P*v is a specified distribution in H-' (0)m.
We conclude this section with a result on the spectral properties of elliptic

operators.
Theorem 4.12 Assume that 0 is a bounded Lipschitz domain, that P is coer-

cive on HD(0)"1, and that BE Lc.(I')""". If P is formally self-adjoint, and if
Regularity of Solutions 133
B* = B, then there exist sequences of functions 01, 02, -03, ... in H'(0)'", and
o f real numbers A1, A2, A3, ... , having the following properties:
(i) Each 4i is an eigenfilnction of P with eigenvalue Aj:
PC = A;o; on 0,
YO/ = 0 on rD,
13,'q5;+Byq;=0 on rN.
(ii) The eigenfunctions 01, 02, 03, ... form a complete orthonormal system
in L2(0)"'
(iii) The eigenvalues satisfy -C < Al < A2 < A3 < ... with AJ -+ 00
asj -+ oo.
(iv) For u, v E HD(SZ)"',
' (u, v) _ EA!(u,

00 0j)n(0i, v)n and
j=1
00
E('; + C)1(.0;, u)n12.
j=1
Proof Put H = L2(2)and V = HD(2)n', and consider the operator A

V -+ V * defined by
(Au, v)n = c(u, v) + C(u, v)cy + (Byu, yv)rN for u, v E V.
Since A is self-adjoint, as well as positive and bounded below on V for C

sufficiently large, the desired results follow at once from Theorem 2.37 and
Corollary 2.38.
Regularity of Solutions
A key feature of the elliptic equation Pu = f is that, away from the boundary,
the solution u is smoother than the right-hand side f. We shall prove this fact,
and also a result on regularity up to the boundary, using a method introduced
by Nirenberg [78] based on estimates of the lth partial difference quotient,
u(x+he1)-u(x)
AI.hu(x) = for l <1<n and h E R. (4.21)
h
(Here, el denotes that lth standard basis vector for R".) The method of proof
relies on the fact that 8; commutes with 't.h for any j and 1, and also on the
next lemma, which allows one to deduce L2-estimates for a,u from uniform
L2-estimates for O,,hu.
Lemma 4.13 Let 1 < l < n, and for brevity write 1j u II = II U II L,.(Ru)m
(i) Ifa,uEL2(R")'",then II A1,011 < Ilatullforallh E ]R, and I1At,hu-atoll -

0 ash 0.
(ii) If there is a constant M such that II LX t,h u II < M for all h sufficiently small,
then a,u E L2(R")' and Ilatull < M.
Proof. To prove part (i), suppose that atu E L2(1R")'". We have

i
I!,hu(x) = falu(x + the,) dt,
so the Cauchy-Schwarz inequality implies that
IAI.hu(x)12 - 18,u(x+thet)I2dt.
0
By integrating with respect to x, reversing the order of integration, and making

the substitution y = x + the,, we obtain the estimate IIDt,hull2 < Ilatull'. It
is clear that D,,hu atu in L2(IR")' if u is smooth with compact support, so
for each c > 0 we choose uE E D(R")"' such that 11a,uE - atull < E. From the
estimate
Ilot.hu - atoll < Il ot.h(u - uE)II + IIAI,huE - atuEll + IlalUE - atoll

(l/t.huE - atuEll +211atu - a,ull < II Ll.hUE - atuEll +2E,
we have lim II A,,h u - at a ll < 2E, showing that A,,,, u -+ al u in L2 (]R" )'".
To prove part (ii), assume that IIAI,hull < M. By Theorem 2.31, there is
a sequence hj - 0 and a function v E L2(1R")"' such that O1,h,U - v in
L2(R")",, i.e.,
lim (A,,hru, 0) = (v, 4) for each ¢ E L2(1R")'Ja00
If ¢ E D(]R")'", then
-(u, lira (u, Al,-h;th) = lira (A1,h;u, 46) _ (v, 0),

1>00 J-),00
SO a,u = v E L2(R)'". Part (i) now implies that A,,hu -* a,u in L2(IR")'", and
thus ll atu ll = limb->o II AI.hu ll < M. 0
In stating the next lemma, we use the summation convention, i.e., we sum
any repeated indices from 1 to n, except where indicated otherwise. The proof
involves only routine calculations, and is left to the reader.
Lemma 4.14 Let [P, Q] = PQ - QP denote the commutator of P with Q.
(i) The commutator of P with any pointwise multiplication operator x : u t-+

x u is a differential operator of order 1 (not 2):
[P, x]u = (ajx)(Aju - Ajkaku) - aj[(akx)Ajku].
(ii) The commutator of P with a; is a differential operator of order r + 1 (not

r + 2):
r f(a,-PAjk)apaku
P P
r=1
- P-1 Cr)
P
[(ai-PAi)aPaju + (a; -PA)apu].
(iii) The commutator of 1t.h with any pointwise multiplication operator

u x u is given by
[Al.h, X]u = (Al,hX)u( +het).
We require two other properties of At,h; again, the proof is left as an exercise
for the reader.
Lemma 4.15 Assume that supp u c s2 fl (92 - he,) and supp v c 92 fl (92 + het ).
(i) If u, v E L2(92)m, then (Al,hu, v)SZ = -(u, At,-hv)SZ

(ii) If u, v E H' (9Z)"' and if the coefficients of P satisfy IAl,hAjkI < C and
I L I,h A j I < Con 0, then
I4'(At,hu, v) + 1(u, Lt,-hv)I <
We now prove regularity in the interior.
Theorem 4.16 Let 921 and 02 be bounded, open subsets of R", such that
921 C 922, and assume that P is strongly elliptic on 922. For any integer r > 0,
if u E H1(922)' and f E Hr (922)"' satisfy
Pu = f on 02,
and if the coefficients of P belong to Cr,l (S22)mx"1, then u E Hr+I(Q I)," and
UUIIHI-+2<_ +Ciif1IHIcn,r"
Proof. Choose a real.-valued cutoff function x E D(522) with x = I on 521.

Part (i) of Lemma 4.14 gives
P(XU)=fl with IIfi IIL,(sz2)" _< IIXf IIL2(sz2) + CIIulIH'(nl)", (4.22)
so
(Dsz,(Xu, v) = (ff, v)n2 for V E Ha (S22)"
Thus, by part (ii) of Lemma 4.15 followed by part (i) of Lemma 4.13,
I'sz2(Ai,h(Xu), v)j I'a2(Xu, Ar,-hv)I + IIVIIH,(sz,)°-
= I(fl, At.-hv)Q,I + CIIXUIIH'(sz,)" IIVIIH'(O,)°-

(IIfi II+ IIxUIIH'((z2Y')IIvIIH'(p2)"
if h is sufficiently small and v has compact support in 522. The operator P is
coercive on Ho (02)"' by Theorem 4.6, so by taking v = Ai.h (x u) we obtain
the estimate
2
IIAi,h(xu)IIH'(n2)" < CIIAr,h(Xu)IIL,(02)
+ (IIfi IIL,(sa,) + IIxuIIH'(sz2)-")IIAI,h(Xu)IIH'(sz,)-
Applying the inequality ab < (Ea2 + E-i b2) with c sufficiently small, we
conclude that 2
IIAI.h(xu)IIH(S 2)" CIIA1,h(xu)IIL2(sz2) + Cll f IIL2+ CIIxuIIH(n,)

CIIuIIHl(22) + CII!IiL2(s22)' (4.23)
Part (ii) of Lemma 4.13 now gives the result in the case r = 0.
Proceeding by induction on r, we let r > I and choose an open set 0'
satisfying S21 C= 0' C S21 C= 522. By the induction hypothesis,
II u II H'+-(sz; )H < C II u II H' (02)" + C II f II H'- t (sz,) N ,
and by part (ii) of Lemma 4.14,
P(81 u) = f2 on SZi, (4.24)

with
IIf2IIL2(nI)M ` IIar f ciiuIIH'+'(2 )m < IIf IIHr(Q2)nr +

C11ullH'(s22)n,.
Since f2 E L2 (0'0"', we can apply the result for r = 0, and deduce that
IIa uII CI1a1 ul1HI(2,),,, + CIIf211L2(2,)n1
CIIUIIH'(f22)n, +CIIfIIHr(2,).n,
so the induction goes through.
Next, we consider regularity up to the boundary. As well as assuming con-

ditions on f and the coefficients of P, we require extra smoothness for the
trace or conormal derivative of u (i.e., for the boundary data), and also for the
boundary itself. In the proof, we estimate the tangential derivatives of u using
difference quotients as above, but another trick is needed to deal with the normal
derivatives. Hence the next lemma.
Lemma 4.17 If P is strongly elliptic, then each diagonal leading coefficient has
a uniformly bounded inverse, or equivalently, I nI < CIAj;ril (no sum over j)
for ij E C.
Proof Take l;j = Sir in (4.7), and get Re(Arrri)*>) > cIi]I2.
Refer to Figure 3 for an illustration of the sets used in the next theorem.
Theorem 4.18 Let G 1 and G2 be open subsets of IE?, such that G 1 C= G2 and
G i intersects the boundary F of a Lipschitz domain 0. Put
SZ1 =GlnP, 02=G2n0, I72=G2nF,
Figure 3. The sets used in Theorem 4.18.

and suppose, for an integer r > 0, that F2 is C'+'- 1. Assume further that P is
strongly elliptic on 522, that u E H1(S22)"' and f E Hr (Q2)"' satisfy
Pu = f on 522,
and that the coefficients of P belong to Cr" 1(S 2),n xm
(i) If yu E Hr+3/2(r2),", then u E Hr+2(S21)'" and
IIUIIHr+2(nI)m < CIIUIIH'(si,)n +CIIYUIIH"+a1'-(r2)"
(ii) If P is coercive on H1(S2)m, and if E H''+1/2(1'2)"', then u E

Hr+2(521)"' and
IIu1IHi-}2(si,)nt -< CIIu1IHIM,)N1 +CIIB,,UIIHI+I/2(r2)" +CIIfIIHl-
Proof After a Cr+1.1 change of coordinates, we can assume that S2 is the half
space xn < 0 (see Exercise 4.2).
To prove part (i) in the case r = 0, weassume first that y u = 0 on F2. Choose
a cutoff function X E V (G2) satisfying X= 1 on G 1; then X U E Ho (S22), and
by arguing as in the first part of the proof of Theorem 4.16 we see that
Ila/(xu)IIHI(n2).I, < CIIuIIHI(n,)"' + CII f 42(n2)°' for 1 < I < n - 1.
We cannot estimate an (X u) in this way, because Al,h (X u) might not belong to

Ho (02) if l = n. However, the partial differential equation can be rewritten as
-Ann an u = f3, (4.25)
where
n
f3 = f + (anA"")8,1u + E aj(Ajk3ku) - > Ajaju - Au,

(J.k)0(n.n) j=1
so by Lemma 4.17,
82u11L2(a1)"
11
C n-I
C11 f IILZ(sll)N + C11 uII H'(n,)u + Il81ullH-(92,)'», (4.26)
!=1
giving the desired estimate for II U11 H2(S2, )^,

For non-zero yu E H3/2(r2)m, we use Lemma 3.36 to find w E H2 (02)'
satisfying y w = y u on F2, and II w II H2($i2)m < C II Y u II H3/2(1'2) n . The differ-
ence u - w E H'(02) "' satisfies P(u - w) = f - Pw on 522, and y (u - w) = 0
on 1`2, so by the argument above,
flu - w1IH2(n,)1,, < CllU - wllHl(n,),,, +C11f -PW11L,(n,)u',
and therefore
IIUIIH2(n,)<- CIIUIIH'(n2)"' + CIIf'IIL2(n2)"' + CII1IIH2(n3)1",
completing the proof of part (i) for r = 0.

Proceeding by induction on r, we let r > 1 and choose an open set G'
satisfying G1 C- G C G C= G2. By the induction hypothesis,
IlullH'''(n',),,, < CIIUIIH'(n2)' -f- CIIYUIIHr+I/2(17,),,, +CII f
where 0', = G,, fl a If 1 < I < n - 1, then y (81 u) = 81(y u), so it follows
from (4.24) and the result for r = 0 proved above that
C11 al UIIH'+C11 al }'U ll H3/2(r2)+C11f211L2(nj).,,.
Thus,
11 al U11H2(n1)n, -< CIIUIIH'(n2)^' + Cllf IIH'(si,)n,

for1<1<n-1,
and to estimate 8,'±2u we apply 8, to both sides of (4.25) and obtain
= af3 +
r-1 (rtai+2u
p
P )
Hence,
n-t
Ilan+2U IIL2(12,)n, < CIIfIIHr(n,),,, +Cflu11Hr+1(n,)^' +C1: II8/UIIHr+1(n,p,11

1=1
(4.27)
and the induction goes through.
Turning to part (ii), the first Green identity applied to the equation P(Xu) _
fl gives
'(Xu, v) = (f1, v)n2 + (l,(Xu), Yv)r, for all v E H'(SZ2)"'. (4.28)
Here, fl is the same as in (4.22) from the proof of interior regularity, but
now x does not vanish on the boundary, so we need coercivity on H' (U)"',
not just on Ho (S2)"'. If 1 < 1 < n - 1, then we can repeat the argument
leading to (4.23). The only change is the presence of an extra term involving
the conormal derivative of xu. In this way, we arrive at the following estimate
for the tangential difference quotients:
IIAI,h(Xu)IIHI(122) < CIIUIIH+ C11 f l1i,(12),,, + CI(13v(Xu), YAl.-hv)r2I'
where v = El,h (X u). Let Fi = G1 fl I'2. We can assume that supp X C G1, and
then, since [B,, X]u = vjy[(akX)Ajku],
IIx8vulli1/2(r;)N, + IIvjY[(akX)AjkUIIlHin(r,,),n
< CIIBvuIIH-/2(r2),- + CIIYuIIHI/2(r2)^,.
By Exercise 4.4,
IIYAl,-hVIIH-'/2(r;)" = IIAl.-hYVIIH-1/2(r,,) II81YVIIH- /2(r;)n,
CIIYVIIH'/2(r,,)< CIIvIIH'(12),,,,
so
(13v(Xu), YA1,-hv)r,l = I(13v(xu), YL1.-hv)r,

ll8v(xu)IIHm/2(r;)IIYAl.-hVIIH-'/2(r,)'" (4.29)
C(IIBvuIIH"/2(r2),- + IIuIIH-(122))IIEl,h(Xu)IIH'(922)" '
and thus,
IID1,h(xu)IIH'(s22)" :5 CIIuIIH'(122)" +CIIBvuIIH'/2(r2y, +CIIfIIc2(Q2)
forl <1 <n-1.

After applying Lemma 4.13 (ii), and estimating an u using (4.26), part (ii) follows
for r = 0.
For r > 1, we make the induction hypothesis that
IIullH' CIIUIIH'(n2)" +CIIB,uIIH'-"/2(r2),,, +CIIfIIH'-'(n2)°,.
Since
(B"u) r-I
( )(a'Aflk)(afaku)
13 (al u) al
-YP \Pl -,
we see th at if 1 < 1 < n - 1, then
IIBvuIIHr+i/'_(r,),,, + CIIUIIHr+t(12',),"
II
The Transmission Property 141
and so, with f2 as in (4.24),
IlaruIIHZ(nl),,, <CllaruIIH,«;,+CII3 (8,u)IIH+CIIf2IIL,

Thus,
Il81U H2(n1)r, -< C II ull Ht(Q )'' + CIIBvuIIHr+I/'-(r2), + C11111 HI(Q,)m

fort<l<n-1,
and after combining this estimate with (4.27), the induction goes through.
The Transmission Property

In our later study of surface potentials and boundary integral equations, we
will often consider two equations simultaneously, both involving the same op-
erator P, but with one over the interior domain S2- = Q and the other over
the complementary exterior domain S2+ = R" \ (Q U F). We then have the
disjoint union
=S2+UrUQ-,
with I, = 8 S2+ = 8 Q- the common boundary of the two domains, as depicted
in Figure 1 of Chapter 1. The vector v will always denote the outward unit
normal to c2-, and therefore the inward unit normal to 52+. (If one thinks of S2+
as locally the half space x > 0, then v = e,,.) We denote the one-sided trace
operator for n' by y±, and the sesquilinear form and conormal derivative
for SZ} by '1 and L3v , respectively. On account of our convention
regarding the meaning of v, the first Green identity (Lemma 4.1) takes the form
(D+(u, v) = (Pu, On- T (B}u, y±v)r for u E H2( 1)"' and

V E Hl(S2t)"', (4.30)
and dually (Lemma 4.2)
+(u, v) = (u, P"v)12t : (y±u, BV Or for u E H) (S2±)"' and

VE H2(i)m. (4.31)
As explained in the discussion following Lemma 4.3, we extend the definitions

of B} and B to make these identities valid for u, v E H 1(S2#)"' whenever in
the former case Pu, or in the latter case P*v, belongs to k-1 (01)'In
this setting, it is convenient to think of u as a function defined on the whole
of R", but possibly having jumps in its trace and conormal derivatives across
the surface 1,. We denote these jumps by
[ulr = y+u - y-u, [Bvul r = 13,,'u - Bvu, [Bul r =13 u -

provided both of the corresponding one-sided quantities make sense. When the
jump vanishes, the + or - superscript is redundant and will often be dropped,
i.e., we shall write
yu = y+u = y-u if [u]r' = 0,

and similarly for the conormal derivatives. For brevity, we sometimes write
u = uln=
to emphasise that we are considering the pieces of u separately.
Lemma 4.19 Let f } E H-1(SZ±)"', define f = f + + f - E H_I (RU)"', and

suppose that u E L2(R")"' with u± E H' (SZ±)'". If
Pu} = f ± on Sgt, (4.32)
then
c+(u+, v) + 4-(u-, v) _ (f, v) - ([B,u]r, yv)r for v E H' (]E8")"',
(4.33)
and
(Pu, 0) = (f, 0) + ([ulr, BvO)r - ([Bvulr, YO)r for 0 E D(R")"'.

(4.34)
Thus, Pit = f on R" if and only if [ulr = [Bvulr = 0.
Proof. Equation (4.33) follows at once from (4.30). The definition of Pu as a

distribution on R!' gives
(Pu, 0) = (u, P*O) = (u+, P*O)Qa- + (u-, P*O)n-,
and by (4.31),
(u}, P*4)n- = 4±(ut, 4) + (Y:-u, BvO)r,

so (4.34) follows from (4.33). 0
We can now prove the transmission property for (4.32): if the jumps in u and
its conormal derivative are smooth, and if the right hand sides f + and f - are
The Transmission Property 143
smooth up to the boundary, then the restrictions u+ and u- must be smooth up

to the boundary. Jumps are also allowed in the coefficients of P, although we
shall not use this fact in later chapters. The proof again uses Nirenberg's method
of difference quotients. Results like the following theorem, but involving more
general types of transmission conditions on F, appear in work by Schechter [90]
and Roitberg and Seftel [89].
Theorem 4.20 Let G 1 and G2 be bounded open subsets of R" such that G 1 C=
G2 and G 1 intersects 17, and put
S2 =G;ns2l and for j = 1, 2.

Suppose, for an integer r > 0, that x2 is Cr+1. t, and consider the two equations
Pu± = f± on S22 ,
r+1
where P is strongly elliptic on G2 with coefficients in C'' 1(SZ )! If U E
L2(G2)"' satisfies
u± E H1[ulr E H'+312 (x2" , [B,,u]r E H(x2)"'

and if f ± E Hr(S22)"', then U-1- E H''+2(Q+)'" and
IIu+II Hr+2(n ),,, + II U II
GIIu+IIHI(n ),,, +CIIU IIHI(1 )8;
+ C II [u]r2 II C II [Bvulr, II Hl+',Z(r,)-
+CIIf+IIH,(Q2),,, +CIIf
Proof As in the proof of Theorem 4.16, it suffices to consider the case when
SZ+ is the half space x" > 0. Suppose to begin with that [u]r = 0 on r2i so that
u E H1(G2)r by Exercise 4.5. We fix a cutoff function X E D(G2) such that
X = .l on G 1, then, as with (4.22),
(x u:-) on Q:'
where the functions fl and f satisfy
II f1 IIL,(Q: (Q:)- < C11 Xf IIL,(si})r, +C1lu}IIH1(0) .
By Lemma 4.19,
4) G,(Xu, v) = (fl, V) G, - Yu)r, for V E Ho (G2)"',

an equation eerily like (4.28). Repeating the argument from the proof of interior
regularity, but with an extra term involving [B (Xu)]r, we see that
11Al.h(XU)112 < CHUIIH(GZ)" + CIIf1IIL2(G2)"
+ CI ([B,, (X 01r, y A,, -h v) r2
where v = O,./,(Xu); cf. (4.23). If 1 < 1 < n - 1, then the argument leading
to (4.29) shows that
I([Bv(xu)]r, Yol,-hv)r, I < (II[Evu)rlIHI/2(r2)"' + IIUIIH'(G2)

X Ilol.h(Xu)Ilk'(G2)1'-,
and therefore
Il a,(xu)IIH'(G2)" -< CIIUIIH'(G2)" + CII[E,1u]rHIH"12(r2)"' + Cll f1IIL2(G2)
Of course, 8"(Xu) is generally not in HI(G2)'", because [8u]r # 0, but as

in (4.25),
f3 on n2" ,
with
CIIftIIL2(7 )1" + CIIuIIH'(nt),,, + C> IIa,UIIH'(s2'),,,.

1=I
Hence, WE E H2(7 )'" and the desired estimate holds for r = 0.

For non-zero [ulr E H312(F2)'", we use the extension operator 770 of
Lemma 3.36 to construct w E H2(G2)"' satisfying
Yw = [u]r on I'2 and IIB,wIIH'12(r2)'" + IIwIIH2(G2)1,, < CII[u]rl!H3P(r2)'".
Consider the function
I u+ onQ
UI = u- +w on Q2.
Since
Put = f on Q21
)
f-+Pw oncz ,
with [u1]r = [u]r - w = 0 on I'2, and [B ullr = [Buu]r - E

HI/2(I'2)m, the preceding argument applies, showing that ui E H2(S2 )"'.
Estimates for the Steklov-Poincare Operator 145
Therefore, u± E H2(0)"' and
Ilu IIH2co, .
Ilui IIH2cn; Ilu1 Ilx'csa >>° + Ilwllx'csi .^

< CIIu1IIHt(G2)1" + C11[8,,ui]r1iH"r(r2)" + Cflf+IIL2c2;>^'
+Cllf +PzIIL2(n)" +Ilwllx2(n;),,,,

which, because
CIIwitH2(n2)ur
< CII[u]rllx3/2cr2yn,,
shows that the desired estimate for the case r = 0 holds also when [u]r 0 0.
An inductive argument like the one used for part (ii) of Theorem 4.18 takes care
ofr> 1.
Estimates for the Steklov-Poincare Operator

Consider the semi-homogeneous Dirichlet problem,
Pu = 0 on Q,
(4.35)
yu=g onl'
and the adjoint problem
P*v = 0 on cl,
4.36)
yv=ci onr.
If the fully homogeneous problem has only the trivial solution in H' (S2)"', i.e.,
if g = 0 implies u = 0, then under the usual assumptions we are able to define
solution operators
U:gHu and V:OF-).v,

with
U: H'/2(r)m -)-H'(S2)m and V: H'/2(r )ra -+ H'(P)"'. (4.37)
We can also form the Steklov-Poincare operators 13,U : g H and 13,V :

0H that satisfy
H'12(r)n, -+ H-1/2(1')'' and 13,V : Hi/2(r)"' -- H-'/2(1')"'.

(4.38)
The purpose of this section is to prove that, under certain conditions, 13,U
and are also bounded from H' (r)m to L2a fact that will be used
later in our study of surface potentials and boundary integral operators; see
Theorem 6.12. Notice that
(Bvug, O)r = t'(Ug, V-0) = (g, B,VO)r, (4.39)
so (B,U)* =13 V.
If SZ is at least C", then the regularity estimates of Theorem 4.18 apply, and
we can extend (4.37) and (4.38) as follows.
Theorem 4.21 Assume that SZ is a bounded, C'+'.1 domain, for some integer
r > 0, and that P is strongly elliptic on S2, with coefficients in Cr.1 (0) If
the Dirichlet problem (4.35) has only the trivial solution in H 1(SZ)'" when
g = 0, then the solution operator has the mapping property
U : Hs+1/2(r)m Hs+l (S2)m for 0 < s < r + 1,

and the Steklov-Poincare operator has the mapping property
B,U : Hs+1/2(r)m -+ Hs-1/2(r )m for -r - 1 < s < r + 1.
Proof. The case s = 0 is covered already in (4.37) and (4.38). Part (i) of
Theorem 4.18 shows that U : H'+3/2(r)m -+ H'+2(Q)m, and thus 8,U:
Hr+3/2(r)m -+ H'+1/2(r)m, which means that the result holds for s = r + 1.
Boundedness for the range 0 < s < r + 1 now follows by interpolation, i.e.,
by Theorems B.8 and B. 11. The same arguments apply to V and B, V, so, in
view of (4.39), we can extend X3VU in a unique way to a linear operator that is
bounded for -r - 1 < s < 0.
Our task is much harder when c2 is permitted to be Lipschitz. In this case,

we will estimate with the help of the following integral identity.
Here, for the sake of brevity, we use the summation convention, i.e., we sum
any repeated indices from 1 to n.
Lemma 4.22 Assume that cZ is Lipschitz, and that the leading coefficients Ajk
belong to W111 (c2)m"". For any real-valuedfunctions h 1, h2, ... , h" E W1 m),
and for' any u, v E H2(Q)m,
v,y{[(hlAJk - hJAlk - hkAjl)aku]*aiv} dx

Jr
_ f {(Djkaku)*ajv + (hk8ku)*(Pov)} dx,

where
Djk = at(hIAjk) - (alhj)Alk - (alhk)Aji.
Proof By the divergence theorem, it suffices to show that
8({[(hlAjk - h jAlk - hkAjr)aku]*ajv}

= (DjkakU)*ajv
+ (Pou)*(hjajv) + (hkaku)*(Pov).
In fact, the left-hand side expands to a sum of five terms,
[8r(hlAjk - h jAlk - hkAjl)(aku)]*ajv

+ [(hlAjk - hkA j,)8,aku]*ajv + [ - h jAlkalaku]*ajv
+ [(h,Ajk - h jAik)aku]*alajv + [ - hkAjIaku]*a,ajv.
The second term vanishes because its factor (...) is skew-symmetric in 1 and k,
and likewise the fourth term vanishes because its factor (...) is skew-symmetric
in I and j. The third term equals
h j [Pou + (alA1k)aku]*ajv = (Pou)*(hj81v) + [hj(atArk)aku]*ajv,
and the fifth term equals
-(hkaku)*Aj*iatajv = (hkaku)*[Pov + (a,A;t)ajv]

_ (hkaku)*(Pov) + [hk(a,Ajl)aku]*ajv,
so we get the desired right hand side with
Djk = aI(hlAjk -hjArk -hkAji)+hj8lAlk+hkalAjl. 0

Rellich [85] used a special case of the above identity to obtain an integral
representation for the Dirichlet eigenvalues of the Laplacian. Subsequently,
Payne and Weinberger [81] generalised the Rellich identity to handle second-
order elliptic systems with variable coefficients, and used it to bound the errors
in certain approximations to (D(u, u) and pointwise values of u, when u is
the solution to a Dirichlet or Neumann problem. In what follows, we use the
arguments of Necas [72, Chapitre 5].
We will use certain first-order partial differential operators of the form
Qu = Qky(aku) with Qk E L,,(P)mxm
If vk Qk = 0 on I', then such a Q is said to be tangential to r.

Lemma 4.23 Assume that 0 is a Lipschitz domain, and let u E CCIomP(S2)m.
(i) If Q is afirst-order, tangential differential operator, then
IIQiIIL,(r)-n < CIIYullH-(r),,,.
(ii) The normal and conormal derivatives of u satisfy
IIt3vuIIL2(r) n < Cllau/avlIL2cryn + CIIYuIIHi(ryn,
and, when P is strongly elliptic on 2,
I1au/a))1L,(r),n <- CIIBvu1IL,cr)" +CIIYUIIH1tr>n,.
(iii) For1<j<n,
IIYa,u1IL2(r) < Ilau/avllL2(r)-+CIIYuIIH1(r)"
Proof It suffices to deal with the case when 0 is a Lipschitz hypograph given
by x < (x'). From the formula for the unit normal given in (3.28), we see
that the tangency condition vk Qk = 0 is equivalent to
n-l
Q,(x', ox')) _ Ql(x', (x'))81 (x'),
l=1
and so
n-1
Qu(x', (X )) Q1(x', (x'))[alu(x', (x')) + anu(x',
t=1
n-1
_ Q1(x', 0x'))aiut(x'),
t-t
where ut(x') = u(x', C(x')). Part (i) follows at once.
Next, consider the identity
au
(vj Ajkvk)
= Qu, where Qu = vj(Ajivivk - Ajk)y(aku).
av
The first half of part (ii) is immediate, because the differential operator Q is
tangential to r. The second part follows because the condition (4.7) for strong
ellipticity implies that the m x m matrix v1 AJk Vk is uniformly positive-definite,
so Il(vjAjkvk)au/avllL,(r)n cllau/avIlL,.(n- Finally, to prove part (iii), we
observe that
au
Y(a;u) = vj Qju, Where Qju = (S.ik - VJVk)y(aku),
av +
and the differential operator Ql is tangential to T.
Concerning the next theorem, we remark that only part (i) is actually used
later.
Theorem 4.24 Assume that 0 is Lipschitz, that P is strongly elliptic on n, and

that the leading coefficients AJk are Lipschitz and satisfy
Aki = Ask.
(Thus, the principal part of P is formally self-aajoint.) Let U E H 1 (S2)' and

f E L2(S2)'" satisfy
Pu= f on Q.
(i) If yu E H' (1')"', then E L2(S2)'", and
IllvullL2(r)" < CIIYuII H'(r)-' + CIIuIIW(Q)"" + CIIf IIL,(sa)--
(ii) If P is a scalar operator (i.e, if m = 1), if AkJ = Alk (so the leading
coefficients are purely real), and if fi,u E L2(r), then yu E H1(17), and
IlYulluI(r) <- CIIEUuIIL,(r)+CIIuIIHI(sz)+CIIfIIL,(sz)
Proof Suppose in the first instance that u E H2(S2)m. Taking v = u in

Lemma 4.22, and noting that Po = Po, we obtain
vIy{[(h,A;k - hJA,k - hkAjl)aku]*aju} dx

Jr
= 12 { (Djkaku)*8 j u + 2 Re [(Pou)* (h; a ju)] } dx. (4.40)
We split the integrand on the left-hand side into a sum of three terms,
(Qju)*(a;u) + (aku)*Qku - vl[(h,Ajk)aku]*aju,
where Qj and Qk are tangential differential operators, defined by
Qju = v((hlAjk - hkAJl)aku and Qku = vr(h,A*k - hjAk)3ju.

The matrix A = v j A jk vk E L,,. (I')'n xm is Hermitian and uniformly positive-

definite on r, because P is strongly elliptic. Thus, A.' E exists
and is uniformly positive-definite. A short calculation shows that
(Ajkaku)*aju = u + (Qju)*aju,
where Q'' u = (A jk - vP A jp Av' Aqk vy) ak u. The operator is also tangential,

so if we choose the h1 such that
hjv1>c, (4.41)
then
I113" ull2Z(rro < C J da

r
< CIIYajUIIL,(r)"(IIQjuIIL,(r)- + IIQ'UIIL,(r)- + IIQ';uHIL,(r)
+CIIuIIH(n),., +CII7'ouliL2(s)''IIUIIHI(n)
By Lemma 4.23,
IIYajuIIL,(r)"N cllau/avjIL,tr)- +CIIYuIIH1(ryST

CIIL.u1IL2(r)" + CIIYulIHI(r)-,
and so
CII5vuIIL,(n-11YullH-(r)- +CIIYuIIHI(ry,
+CIIuIIHI(n)w + CIIPouIIL2(n),"l111IIHI(n)-
Since II Pou II L, (n)., < II f 11L,(92)' + C 11U 11 HI (U)"', the estimate in part (i) follows.
Now drop the requirement that u E H2(SZ)'", i.e., allow u E H' (c2)1, but
assume y u E H 1(I')". It suffices to consider S2 of the form x" < (x'), where
is Lipschitz with compact support. By Theorem 4.6, the operator P is coercive
on Ho (0)'", so for A sufficiently large,
4)(u. u) clIuIIH1(nr. for u E Ho (l)'".
Choose a sequence Sr E CI (R"-1) such that
1. S, -* in L,,,, (]Ri-1), and grad r -- grad in L p (IR"-') for I < p < oo;
2. r < on 1R"-', and II grad r C, for all r;
3. r(x') = (x') = 0 for Ix'I sufficiently large.
We let Or denote the set of points x E IR " satisfying x < r (x'), and put
rr = a Or . Obviously, 12,. c 0. Define g : 0 -> C'" by
g(x) = Yu(x', C(x')),

so that g(x) is independent of x". We easily verify that
II9IIH-(n)- CIIYUII H'(r)"1 and IIYrgHIH,(rr)< CIIYUIIH'(r)m,
where y,. is the trace operator for 1'r, and where, in the second estimate, the
constant C is independent of r. The operator P + A is positive and bounded
below on Ho (S2)"', and hence also on Ho (0r)'n, so there is a unique solu-
tion ur E H1(52r)"' to the Dirichlet problem
(P+A)ur = f +Au on Or,
Yrur =Yrg on 1`r.
Moreover,
<CIIf+AuIIH-p(er),,,+CII Yrg
and (as one sees from the proof of Lemma 2.32) the constants are independent
of r. We extend Ur to 0 by defining Ur = g on 0 \ Or, and observe that because
Yrur = Yrg,
II urII H'(S2)'' < IIurIIH'(52,.)"' + II9IIH'(S2\52,)'"

< CIIYuIIH'(r)r' +CIIf +AuIIL,(Q)nI.
Since rr is smooth, we have ur E H2(S2r)"' by Theorem 4.18, and so the

argument in the first part of the proof shows that
IIBvurIIL,(r,)"' < CIIYrurIIH'(r,.)," +CIIurIIH'(sZ)" +CIIf +AuIIL2(92r)"'

< CIIYUIIH'(r)'" + CIIuIIH'(n)"" 4 CIIf IIL,(n)111, (4.42)
with the constants again independent of r.

We claim that ur converges to u in Hi (S2)"'. Let Or denote the sesquilinear
form on Or, and apply the first Green identity to obtain
(Dr(ur, v) + A(ur, v)sz,. _ (f + Au, v) Q,. + (B"ur, Yrv)r, for V E H1(SZr)"',
(4.43)
and
(D (u, v) + ), (u, v) s2 = (f + ), u, v)n + (B u, yv)r for v E H1(St)"'

Hence, if V E Ho (Q)"', then
(D(ur - u, v) + A,(ur - U, On = [(Dr(ur, v) + A(ur, V)str]

- [c(u, v) + JA(u, v)Q]
+ [('(ur, v) - 4>r(ur, V) + ,X(ur, v)n\SZ,]
= (Ever, Y,.v)r, - (f +,Xu, v)S \s2,
+ [4)(ur, v) - (Dr(ur, v) + ),(u,-, v)12\S2r],
so by taking v = ur - u and remembering that u, = g on Q \ S2r,
IIU,.
-U112 (Q)", < CII8A-IILZ(rr)"IIYr(ur -u)IILZ(rr),n
+C(IIf +AuIIL,(s2\sz,.>>n + IIgIIH'(S2\nr)'n)IIur - UIIH0(i2),n.
Define
wr (x') = 1 + I gra4-(x')12 and w (x') = 1 + I grad (x') I2,
and note that 1 < wr (x') < C, 1 < w (x') < C, and wr -+ w in LP (I "-l)
for 1 < p < oo. We have
II Yr(ur - u)IILz(r,)"' = J n- I u(x',

(x,))
- U (X,, S' (X,)) 12
<C f "-'
(x') - r(x')1
4
(x')
(XI)
I8"u(x', x")12 dx" dx'
< CII 11 L,. (R"-I)IIUIIH(4.44)

which, in combination with (4.42), implies that II ur - u 11 Ho (Q). -+ 0, as claimed.
The sequence of functions *r (x') =13,, ur (x', r (x')) is bounded in L2 (]R"-1)'"
because
r(x,))I2wrx')dx'
IIY'rIIL,(RH-i),n <_ J I13vur(x', = II13,u,112 r,.)n
I-,
so by Theorem 2.31, after passing to a subsequence we can assume that iJrr

converges weakly to a function * in L2(Ri-1)"', i.e., (t/rr, v) -+ (+/r, v) for
each v E L2(IRa-1)"'. Define (x', (x')) = ,lr(x'), and let v E D(SZ)"', say.
We have
(t3vur,Yrv)rr =
J
fR (x!)*v(x', (x'))w(x') dx' _ (, Yv)r,
and therefore, sending r -* oo in (4.43) gives
(D(u, v) v)sz + Yv)r for V E D(S2)'n
Hence, Bvu = j E L2(I')m, and by Exercise 2.11, the estimate of part (i)
follows from the uniform estimate (4.42) for B,ur.
To prove (ii), assume m = 1, and suppose once again that u E H2(SZ) and
that the h1 satisfy (4.41). This time, we write the integrand on the left-hand side
of (4.40) as
uzh,A jkdku8ju - Bvuh j8ju - hkakuBvu,
and hence obtain, using strong ellipticity,
E IIYajUIIL,(r) < C
j=1
fr hrv1Y{Ajk8ku 8ju}dv
<- CIIBvuIIL,(r) IIYajUIIL2(r)

j=1
+ CIIPoUIIL2(17)IIUIIHl(s2)
Thus,
n
II YajUII L,(r) < CIIBvuIIL2(r) +

CIIUIIH,
(-) + CII f IIL2(n),

j=I
and the estimate of part (ii) follows.

Next, we allow u E H1(c2) and assume Bvu E L2(F). Define gr E L2(Fr)
by
gr(x', r(X')) = Bvu(x', (x'))w(x')/wr(x'),

and let Ur E H1(c r) be the solution of the Neumann problem (with A. suffi-
ciently large, as before)
(P + A.)ur = f +),U On Or,

Bvur = gr on Fr.
We easily verify that IIgrIIL2(rr) < CIIBvUIIL2(r), and by Theorem 4.7,
2
(Pr(U, v)+A(v, On, ? CIIVIIH t(sar)
with the constant independent of r in both cases. Thus, we have the uniform
bounds
IIUrIIH'(22,) < CII f + AUIIH--(SZr) + CIIgrIIH-112(p,)
< C1IBvUIIL,(r) + CIIuIIH'(0) + CIIf IIL,(o),
and, since Ur E H2(2r) by Theorem 4.18, our earlier argument gives

n
:IIYajur11L,(rr) -< CIIg1IIL2(rr)+CIIUrIIHI(S2r)+C11f1IL2(nr)

j=1
CIIBvuIIL,(r)+CIIurIIH'(s2r)+CIIfIIL,(sa). (4.45)
Using the method in the proof of Theorem A.4, we can extend u,. to a function
in H' (R") in such a way that II U, II H' (52\52,.) -* 0. To show that ur converges
to u in H' (Q), we observe that for v E Hl (SZ),
(D(Ur - U, V) + ),(Ur - U, v)S2 = [4)r(Ur, v) + a.(Ur, V)nr]

- [c(u, v) + A(U, v)cz]
+ [<D(Ur, v) - 4)r(Ur, v) + A.(Ur,
(gr, Yrv)rr, - (E.,u, Yv)r - (f + A.u, v)c\i2r
+ cc2\a'(Ur, v) +A(Ur, v)12\nr.
Since
I (gr, Yrv)rr - (13,, u, Yv)r12

2
5vu(x', (x'))[v(x'' Sr(x')) - v(x', (x'))]w(x') dx'

C11L3"U112 2
L2(r) -III L.(1"-')IIVII
H'(n\Qr)'
we see by taking v = Ur - u and again applying7I eorem 4.7, this time over S2
instead of SZr, that
IIU.-uIIH'(S2)
C II C II 11 H'
and so ur -+ u in H' (0). Define *r (x') (yrur)(x', r(x')) and *(x') =

(yu)(x', (x')).Bywriting*,-(x')-1(x') _ [ur(x', r(x'))-Ur(x', 0x'))]+
(Ur - u) (x', (x')), and estimating the first term in a manner similar to (4.44),
we obtain
I( r- r,v)I [IIr-Ili( -)IlurllH'(s\n,)+IIY(ur-u)IIL2(r)]IIvIIL,(JR'I-I),

and therefore *r + t// in L2(R"-' ). Finally, by (4.45),
II*rlIH'(R"-') -< CIIurIIHt(r,) <- CIIB,,uIIL2(r) + CIIuIIHI(S2) +CIIfflL2(n),
so Exercise 2.11 shows that 1 E H' (R"-') with II * II H ' (]"-') < lira sup
II ,y r II H ' M-' ), implying that u E H' (1'), and that the estimate of part (ii) holds.
It is now a simple matter to obtain the desired mapping properties for the
Steklov-Poincare operators. We can also introduce a meaningful concept of a
solution u = Ug E L2 (&2)' for g E L2(F)"` (but see also the sharper mapping
property for U proved in Theorem 6.12).
Theorem 4.25 Assume that S2 is a Lipschitz domain, that P is strongly elliptic

on S2, and that the coefficients AJk and AJ are Lipschitz (not just Lam). If
Akj = AJk,
and if the solution operators (4.37) exist, then the Steklov-Poincare operato
satisfy
BvU : Hs+1/2(r,)"'
+ Hs-1/2(r,)n' and 9,V: H.s+112(r,)'n -* Hs-1/z(r,)+n
for - 2 < s < Z. Furthermore, the solution operators have bounded extensions
U : L2 (1,),n L2(2)n' and V : L2(F)m -* L2(S2)m.
Proof. For s = 0, the first part of the theorem was established in (4.38). We
obtain the result for s = 1 by applying part (i) of Theorem 4.24 to (4.35) and
(4.36). The case s = -? then follows by duality, using (4.39). Finally, interpo-
lation gives the complete range -1 < s < 1.
In the second part of the theorem, it suffices to consider U. Let g E H 1/2 (r),
and f E L2(Q)m, and put u = Ug E H' (S2)m. Our assumptions imply the
existence of a unique w E H' (S2)m such that
P*w = f on S2,
yw=0 on1.
The first Green identity gives, on the one hand,
(D(u, w) = (Pu, w)n + (13vu, Yw)r = 0,

and on the other hand,
(D(u, w) = (u, P*w)n + (Yu, (u, f)n + (g,

so
I(u, f)nI = I(g, Bvw)r IIglIL2(r)'"IIBpwIIL2(r)'"
By part (i) of Theorem 4.24,
IIBvwIIL2(r)'" _< CIIYWII H'(r)'" + CIIwIIH'(n)"' + Cll f IIL2(n)" < CIIfllL2(n)",,
and hence 1(u, f) n l < C II g II L2 (r)m II f II L, (n)m , implying that IlUg it L2 (n)m =
IIuIIL2(n)'" <- C118IIL2(r)m 0
Exercises
4.1 ShowthatPu = -8j (Ajk0ku)+Aj8ju+Au,where Ajk = 2(Ajk+Akj) _
Akiand Aj =Aj+28k(AJk-Akj).
4.2 Let K : S2K S2 be a C' diffeomorphism. We denote the Jacobian of the
coordinate transformation x = K (y) by
18(x1, ... ,
J(Y) = I detK (Y)I =
and write UK = uoK and vK = voK, so that u (x) = UK (y) and v(x) = vK (y).
(i) Let 0 be the sesquilinear form (4.2). Show that c (u, v) = cK (UK, vK ),
where 4>K is the sesquilinear form with coefficients
Ajk(Y) _ (ay Ars (x) 8xk) J(Y),

\ r s
Aj(Y) _ (Ar(X)2)J(Y)
ax, , AK(Y) = A (x)J(y).
(ii) Let PI denote the differential operator with the coefficients in part (i).
Show that Pu = f on 0 if and only if PKuK = fK on UK, where
fK(Y) = f(x)J(Y)
(iii) Show that P is strongly elliptic (respectively, coercive) on Q if and
only if PI is strongly elliptic (respectively, coercive) on 7K.
4.3 Show that if f (0) = 0 and a > 2, then
00
t-af dt)
1/2 1
t'-« f,(t)12 dt)

1/2
I (t) 12 < I
.
(Jo a - (J0
[Hint: use Exercise 3.20.]
Exercises 157
4.4 Show for all s E R that if al u E HS (R' )" `, then the difference quotient (4.21)
satisfies II A1,hu 11 Il a,U I! [Hint: l e" - 11 s 101 for O E R.]
4.5 Suppose that u E L2 (W) and u± = u I r} E H I (II8'f). Show that
(a, u, 0)
J0 if l<j<n-1,
= (a;u+, 0)i + (a;u-, 0)A +
([u]r, Yt)r if j = n,
where I' = R"-1 x {0}. Deduce that u E HI(R") if and only if [u]r = 0.
4.6 Show that in Corollary 3.22 we can choose the functions Oj for the parti-
tion of unity in such a way that 0, (x) = i/rj (x)2, where 1/r; E C mp t
[Hint: start by considering g in Exercise 3.6.]
4.7 Consider the classical cooling-off problem [19, p. 56]:
au
at - aLu = 0 on S2, fort > 0,
av+byu=0 on r, fort>0,
u = uo on S2, when t = 0,
where a and b are positive constants. Let 401, 02, ... and. 11, A2, ... be the
eigenfunctions and eigenvalues of the stationary problem, as in
Theorem 4.12, i.e.,
-a 0Oj = ,Xj¢j on 0,
a0;
-}-by¢j =0 on!,
av
and derive the series representation

00
u(x, t) = > e-"(0 , uo)ccpj(x) for x E Q and t > 0.
In what sense does this sum converge?

5
Homogeneous Distributions
For a E C, a function u : R" \ (0} C is said to be homogeneous of degree a if
u(tx) = t°u(x) for all t > 0 and x E 1R" \ t0}. (5.1)
To extend this concept to distributions, we introduce the linear operator Mr,

defined by
MMu(x) = u(tx) for 0 o t E'1R and x E IR",
and observe that for every u E L 1,10 (1R" ),
(Miu, 0) = Its-"(u, M1ltfi) fort # 0 and 45 E D(1R"). (5.2)
If U E D*(IR") then (5.2) serves to define Mtu E D*(1R"), because M11, :

D(1R") -* D(RI) is continuous and linear. We then say that u ED*(R) is
homogeneous of degree a on IR" if M,u = t°u on 1R" in the sense of distribu-
tions, for all t > 0.
This chapter develops the theory of homogeneous distributions, using
Hadamard's notion of a finite-part integral to extend homogeneous functions
on 1R" \ {0} to distributions on R. We consider in some detail the Fourier trans-
form of, and the change of variables formula for, such finite-part extensions.
A technique used several times is to reduce the general n-dimensional case
to a one-dimensional problem by transforming to polar coordinates. Most of
the material that follows can be found in standard texts such as Schwartz [92],
Gel'fand and Shilov [27], and Hormander [41], but the final two sections -
dealing with finite-part integrals on surfaces - include some less well-known
results from the thesis of Kieser [48].
The results of this chapter will be applied later in our study of fundamen-
tal solutions of elliptic partial differential operators, and of boundary integral
operators with non-integrable kernels.
158
Finite-Part Integrals 159
Finite-Part Integrals
We begin our study of homogeneous distributions by focusing on the simplest
example, namely, the one-dimensional, homogeneous function
xa if x > 0,
10 ifx <0.
If Re a > -1, then x+ is locally integrable on R, and is obviously homogeneous
of degree a as a distribution on R, not just as a function on R \ {0}. To deal with
the interesting case Re a < -1, we use the following concept, introduced by
Hadamard [37] in the context of Cauchy's problem for hyperbolic equations.
..., bN+2 be complex numbers, with

Definition 5.1 Let al, ... , aN and b1,
Re a1>0andaf#0 for I<j<N, (5.3)
and
aj 54 ak whenever j # k. (5.4)
If a function g satisfies
N
bl
g(E) _ L Eai + bN+1 log E + bN+2 + 0(1) as c 4. 0,
1=1
then the term bN+2 is called the finite part of g(e) as c .{ 0, and we write
f.p. g(E) = bN+2

E.J,O
When no singular terms are present, i.e., when b1 = ... = bN+t = 0, the
finite part is just the limit of g(E) as c 0. The next lemma shows that, when
it exists, the finite part is unique.
Lemma 5.2 Let a 1, ... , aN and b 1, ... , bN+2 be complex numbers, and assume
that the aj satisfy (5.3) and (5.4). If
N
lim E b'
CIO Eaj
+ bN+l log E + bN+2 = 0,
(j=1
thenbj =Ofor1 < j <N+2.
Proof Let lc = maxl<t<N Re aj, and suppose to begin with that µ = 0. In
this case, (5.3) implies that all of the a1 are purely imaginary, say a1 = iAj
160 Homogeneous Distributions
with X j E R \ {0}, so JE-"j I =I exp(-iA. j log E) I= 1 for I< j < N, and we

see at once that bN+l = 0. Moreover, there exist a sequence o and real
numbers 01, ..., ON such that Em 4. 0 and limmi 6. j = eloj for 1 < j < N.
Thus, putting E = Em ex and sending m -+ oo, we see that
N
Lb je-i(.Ljx+oj) + bN+2
= 0 for x E R. (5.5)
j=1
By (5.4), we may assume without loss of generality that X 1 < k2 < . . . < AN,
and by analytic continuation we may replace x with ix in (5.5) to obtain
N
bj ezjx-iej + bN+2 = 0 for x E R.
j=1
If AN > 0, then we divide through by eA"x and send x oo, to conclude that
bN = 0. Otherwise, X1 must be negative, so we divide through by e^tx and
send x -+ -oo to conclude that b1 = 0. Repeating this argument, one sees that
b j = 0 for 1 < j < N, and then (5.5) reduces to bN+2 = 0.
Now suppose µ > 0. Since
N
1im E" N (--j + bN+1109 E + bN+2 = lim biE"j-µ
4"0
j=1 E"j
ELO
Rea j=µ
it follows as above that b j = 0 if Re a j = it, and repetition of this argument

shows that b j = 0 if Re a j > 0, which gets us back to the case when µ = 0.
0
ForE> 0and0ES( H ), we define the integral
00
dx
fs
and its finite part,
Ha (cj) = f.p. Ha.E (O)

Ejo
The following lemma establishes the existence of Ha (0), and shows that we can
define a temperate distribution f.p. X'- E S*(R), called the finite part extension
of x+, by putting
(f.p. x+, fi(x)) = Ha(d) for 0 E S(R).

Obviously, if x is restricted to R \ {0}, then f.p. x+ coincides with x+.
Lemma 5.3 For any integer k > 1 and any 0 E S(R),
Ha(0) = (-1)kH°+k(0(k)) if Re a > -k - 1 and

(a + 1)(a + 2) ... (a + k)
a -1,-2,...,-k,
but
00
H-1(q) = -J 0'(x)logxdx
0
and
H-k-1 (0) = 1 1 O(k)(0) + (O(k))

k! j=1 j k!
1H-1
Proof. Integration by parts gives
_E)
-
H if a# -1.
a + 1O,)
Suppose first that Re a > -k - 1 and a ; -1, -2, ... , -k. By Taylor expan-
sion,
k-1 O(j)
i0)Ej+a+1
Ea+1O E) = +0(6 Rea+k+l ),
j=0
so if Ha+1(q') exists, then
Ha+1(0')
a+l
and the first part of the lemma follows by induction.
Next, integration by parts and Taylor expansion give
00
-0(E) logE - f0'(x)logxdx
_ -0(0) logE - 00 O'(x) logx dx + O(E log,-),

J0
implying the formula for H-1(0). Finally, when a = -k - 1,
E-ko
H-k-1,, ( _- (E) + H-k W)
and by Taylor expansion,
k-1 (1) (k)
k
1=1 J'
so if H_k (4') exists then
(k)
Xk
(
+
k
The formula for H_k_ 1(0) follows by induction. 'O
The next lemma shows that the distribution f.p. x+ is homogeneous of degree
a on R, except when a is a negative integer.
Lemma 5.4 If c E S(R) and t > 0, then
t-1Ha(Ml/tO) = taHa(O) fora # -1, -2, -3, ...,

but
(k)
t-1 H k-1(M'/to) = t-k-1 H k-1(46) + (t-k-1 log t) ki0)
for any integer k > 0.
Proof If Re a > -1, then it suffices to make the substitution x = ty to obtain

f00
t-'Ha(Mi/tcb) = t-' f OOxa¢(x/t)dx = to Ya,O (y) dy = taH.
cf. (5.2). Now suppose that Re a > .-k - 1 and a -1, -2, ... , -k. For
brevity, write bk = (-1)k/[(a + 1) (a + k)]; then by Lemma 5.3,
t-'Ha(Mi/t4) = t-1bkHa+k((M11 )(k)) = t-'bkHa+k (t-kMl/t4(k))

= bkt-k-lHa+k(M1/tO(k)) = bktaHO+k(O(k)) = taHa(t)
However, when a = -1, we have
t-1H-l (Ml/A = -t-' J (Ml/to)'(x) logx dx

0
00
_ -t-2 0'(t-1x) l o g dx,
J0
and the substitution x = ty gives

00
t-1 H-1 (MI/to) = -t-1 J O'(Y) log(tY) dy = t-1 H_I (0) + 0 (O)t-' log t.
0
In general, if we let ck = (1/k!) 1/j, then

1
t-'Ck(M1/iO)(k)(0) +
t-'H-k-1 (M11,O) = H_i ((M1/t0)(k))
k!
k 1
= Ckt-k-1o(k)(O) + t kl H_I(M1/,0(k))
= t-k-1 (CkO(k) (0) + I H-1(O(k))) + 0(ki 0) t-k-1

log t,
giving the second formula in the lemma.
We shall also have use for the homogeneous function
0 if x > 0,
x° = (-x)+ _
1xIa if x < 0,
and its finite-part extension,
E
(f.p. X!, 0 (x)) = f.P Ix JaO (x) dx

fO -00
= f.p. f xa0(-x)dx = Ha(M-t4b)

E
It is easy to verify that
f.p.(-x)+ = f.p. x,, (5.6)
and that f.p. xa is homogeneous of degree a on R, except when a is a negative

integer. Indeed, Lemma 5.4 shows that if t > 0, then
f.p. (tx)f = to f.p. xt for a -1, -2, -3, ... ,

but
t-k log t 8(k)

f.p.(tx) fk-i = t-k-1 f.p. x±k-1
+ (F1)k (x)
k
for any integer k > 0. (5.7)
This loss of homogeneity does not occur in the case of the function x-k-1
Indeed, the finite-part extension
(f.p. x-k-1, 4b(x)) = f.p. x-k-10(x) dx

E(O J XI>E
= H-k-1(0) + (-1)k+1H-k-I(M-10),
satisfies
f.p. x-k-1 = f.p. x+k-1 + (_ l)k+1

f.p. x_k-1
(5.8)
and so, by (5.7) and (5.6),

f.p.(tx)-k-1 = t-k-1 f.p.x-k-1
if 0 t E IR. (5.9)
One can formally integrate by parts k + 1 times to express (f.p. x-k-1, 0(x))
as a convergent integral.
Lemma 5.5 For q5 E S(R) and for any integer k > 0,

00
(f.p.x-k-1,,0(x))
= k J o0 r 0(k+1)(x)logIxI dx.
Proof. By (5.8) and Lemma 5.3,
(f.p.x-k-1, 0(x)) = H_k-1(0) + (-1)k+1H-k-I (M-1l)

kk
k!J=1
E1 [O(k)(0) + (-1)k+I (M-10)(k)(0)]
(_l)k+1(M-1,)(k)),
+ k1 H-1 (.(k) +
and thus, because (M_10)(k) = (-1)kM_1q5(k),
(f.p.x-k-1, q5(x)) = kI H_1 (0(k) - M-I0(k))

= 1
f °O
{
(k+l)(x) +.O(k+l)(-x)] logx dx,
k1
giving the desired formula. 0

Later, when studying the Fourier transforms of f.p. xt and f.p. x-k-1, we
shall encounter the distribution (x ± i0)', defined by
((x f MY', 0(x)) = li m foo (x ± iy)°4(x) dx, (5.10)
with the branch of z° = exp(a log z) chosen so that -ir < arg z < it.
Lemma 5.6 The formula (5.10) defines a temperate distribution (x ± i0)' E

S*(R), given by
(x ± i0)' = f.p. x+ + e}""` f.p. x° f o r a # -1, -2, -3, ... ,
and
(_ I k+l (k)
(x ± i0)-k-I = f.p. x-k-1 ± i7r S (x) for any integer k > 0.
k
Proof If Re a > -1, then we may apply the dominated convergence theorem
to obtain the first formula. If -k - 1 < Re a < -k for some integer k > 0, so
that Re(a + k) > -1, then integration by parts gives
00
(-1)k (x ± iy)a+k 01k) (x)
f 00 (x + iy)aQb(x) dx = dx,
foo (a + ])(a+ 2)...(a + k)
so in the limit as y 4. 0, we have
(-1)k (xa+k + efin(a+k)xa+k)
((x f i0)a, fi(x)) _ ' (k)
(a + l)(a + 2) ... (a + k)
dk x+ k + (-1)kefinaxa+k
dxk
and we have only to apply Exercise 5.3. However, when a = -k - 1,
L:x ± iy)14 (x) dx = f log(x ± iy) 1(x) dx,
and since -n < arg(x ± iy) < it,

logx ifx > 0,
im
yy log(x ± iy) log Ix I ± i7r if x < 0.
Thus, by Lemma 5.5,
((x ± i0)-k-1,
0(x)) = flogIxI1)(x)dx
00
kI
k
f(±iir)(x)dx
°
_ (f.p.x-k1, 0(x)) - ki (fiir) 0(k)(0),
which yields the desired expression for (x ± i0)-k-1.

Extension from W'\{0} to 1[t"
If U E L1,1oc(R" \ {0)), then we can try to define the finite-part extension f.p. u
as a distribution on R' by writing
(f.p. U, 0) = f.p. f u(x)¢(x) dx for O E D(R").

XI>E
In the special case when the finite part of the integral is just a limit, we speak
of the principal value p.v. u, i.e.,
(p.v. U, ) = limJ u(x)O (x) dx.

40 IXI>E
Suppose now that u E C°°(R' \ (0)) is homogeneous of degree a. By in-

troducing polar coordinates p = lxi and w = x/p, so that x = poi and
dx = pn-1 dp dco, we find that
f X I>E
u(x)cb(x) dx = J u(co)
p>E
pat"-1-0 (pce)) dp dcv.
This formula prompts us to define the linear operator Ra by
po+n-1cb(px) p+++n-1,
Racb(x) = f.p. 00 dp = (f P (px))
40 JE
for X E R" \ {0), (5.11)
so that
(f.p. U, 0) = u(c))Ra¢(co) dcv for ¢ E S(R"). (5.12)

JI of=1
Here, to justify taking the finite part inside the integral with respect to co, it
suffices to check that the o(1) term in the expansion of fE00 pa-n+l0(pco) dp
tends to zero uniformly for lwJ = 1. As a consequence of Lemma 5.4, we are
able to prove the following.
Theorem 5.7 Suppose that u E C°°(R" \ 0) is a homogeneous function of de-

gree a.
(i) If a -n, -n - 1, -n - 2, ... , then f.p. u is the unique extension of u to

a homogeneous distribution on W.
(ii) If a = -n - k for some integer k > 0, then a homogeneous extension
Extension from R" \ (0) to R" 167
exists if and only if u satisfies the orthogonality condition
wa u (co) d w= 0 whenever l a l= k. (5.13)
In this case, the homogeneous extensions of u consist of all distributions of

the form
f.p. u + Y' ca 8.8,

Ial=k
with arbitrary coefficients ca E C.
Proof Consider
(Mr f.p. U, 0) = t-r" (f.p. U, MI/r4>) = f

IwI=I
u(w)t-"RaMI/r4>(w) dcv.
Since RaMI/ra(w) = Ra4>(t-ico), we see from Exercise 5.4 that for a as in

part (i),
U(w)t-n(t-1)-a-lzRa4)(w)
(Mr f.p. U, 0) = f dw = (ta f.p. u, 0).
wl=1
However, if a = -n - k, then
(Mr f.p. U, 0)
U(w)t-"
((t_t)kR_il_k4>(cv) - (t-1)klog(t-1)
E aao(0)wa
a
dw
Iwl=1 lal=k
f.p. U, 0) + t-"-k
log t
as of w"u(w) dw,
Ial=k
a. Iwl=1
so f.p. u is homogeneous on R" if and only if (5.13) holds.

To settle the question of uniqueness, and to show the necessity of the orthog-
onality condition for existence if a = - n - k, let u E V* (R") be any extension
of u. Since u - f.p. u = 0 on R" \ 0, Theorem 3.9 implies that
ii -f.p.u=Ecaa,3,
a
where the sum is finite. The result follows because 8a8 is homogeneous of
degree -n - lad; see Exercises 5.1 and 5.2.
The next theorem complements the one above, and introduces a particularly
important class of homogeneous functions satisfying the orthogonality condi-
tion (5.13).
Theorem 5.8 Suppose that u E C°O(R" \ {0)) is a homogeneous function of

degree -n - k, for some integer k > 0. If u has parity opposite to k, i.e., if
U (_X) = (_1)k+1 U (X) for x E R" \ {0}, (5.14)
then
12 f p-k-1, O(pw)) dw for ¢ E S(R"),

(f.p. U, 0) =
Iwl=1
and f.p. u is the unique extension of u to a homogeneous distribution with parity

opposite to k.
Proof. The parity condition (5.14) implies that
(f.p. U, ci} = fIwl=1

u(-m)R-"-k.(-w) dw
fwl=1
(-1)k+1u(w)R-n-k41(-w) dw,
and by (5.6),
p_k-1, O(pw)),
R-n-ko(-w) _ (f.p. p+k-1, (f.p.
so we have
(f.p. U, ) = 1
f 2 w l=t
u(w)[R-n-k O(w) + (-1)k+1R-n-k(-w)] dw
=2 u(w)(f.p. p+k-1 + (_1)k+1 f p p- k-1, 0) dw,

f wl=1
giving the desired formula; recall (5.8). The homogeneity of f.p. u follows
from Theorem 5.7 because the parity condition (5.14) implies the orthogonality
condition (5.13). Alternatively, one sees from (5.9) that
M, f.p. u = Itl-"t-k f.p. U on R" fort E lR \ {0),
and in particular, f.p. u has parity opposite to k. Finally, if Ia I = k then F 8 has

the same parity as k, so f.p. u is the only homogeneous extension of u having
the opposite parity to k. 0
The uniqueness results in Theorems 5.7 and 5.8 yield a simple proof of the
following fact.
Theorem 5.9 Suppose that u E C°O(R" \ {0}) is a homogeneous function of

degree a, and assume, if a = -n - k for some integer k > 0, that u has parity
opposite to k. Then for any multi-index a,
8 " f.p. u = f.p.(a"u) on I[8".
P r o o f By Exercise 5.2, if a # -1, -2, -3, ... , then a" f.p. u and f.p.(a"u)
are homogeneous extensions of a"u with degree a - I a I , and must therefore
coincide. If a = -n - k but u has parity opposite to k, then
a"u(-x) _(-1)k+I"I+1a"u(x) for 0 0 x E W,
so 8"u is homogeneous of degree -n - (k + lal) and has parity opposite
to k + la l. Thus, a" f.p. u and f.p.(a"u) are again homogeneous extensions
of a"u, and both have parity opposite to k, so they must coincide. 0
Fourier Transforms
Our aim in this section is to compute the Fourier transform of the finite-part ex-
tension of a homogeneous function. Following the pattern of previous sections,
the one-dimensional distributions f.p. xf and f.p. x-k-1 will be treated first. In
order to state the next lemma, we require the gamma function,
00
'(a) =f forRea>0.
In the usual way, r is extended by means of the identity
r(a + l) = ar(a)
to a meromorphic function on C having simple poles at 0, -1, -2, ... , and
satisfying r (k + 1) = k ! for any integer k > 0.
Lemma 5.10 Let IIa T:r_.4 {f.p. x' 1. If a # -1, -2, -3, ... , then
} r(a + 1)
r1Q () _ (±i2ir)"+1
( i0) ,
but for any integer k > 0,

k
(:Fi2 r
IZ}k-1( ) _ (1o27rll ± 12 sign() - r'(1) - E I
j=1 I
(When k = 0, the empty sum over j is interpreted as zero.)
Proof To begin with, suppose that Re a > -1. For any 17 > 0, the func-
tion e-2nglxlx11 belongs to LI(R), and
00
{e-2nglxlXa l =
Fx, t fJ J dx.
Making the substitution z = 27r (ri f ii )x, and then applying Cauchy's theorem
to shift the contour of integration back to the positive real axis, we find that
00
o e-zzadz
[27r(ii±i
J Jo
_ 1
a1??)--1
1'(a + 1) (
(±i27r)a+l
Sending ri J, 0, we obtain the first part of the lemma for Re a > -1, and the
case Re a < -1 then follows by analytic continuation; see Exercise 5.6.
For the second part of the lemma, consider
00
e-ibrtxx-k-1 dx,
H_k-1,E (a-i2Trl
)=f E
where f,.00 is interpreted as limn. fE if k = 0. Suppose l; E R}, and make

the substitution z = ±i27rIr; Ix to obtain
f fi00 e-:.z-k-1 dz.

H-k-I,E(e-i2n1;,)
_ (i27rf)k
Jti2ir I IE
Applying Cauchy's theorem (and Jordan's lemma, if k = 0), we see that
fi0c o00
e-zz-k-1 dz = e-zZ-k-I dz e-zz-k-1 dz,
2,rI
- fc.,
i2n1? IE IE
f (_I)_
e-zz-k-1
f.
e-zz-k-1
dz = f 1 dz
4
k
=± resse-zz-k-1 =
o
l2 k
i7r (-1)k
(i27rj)k (H_k_I.2rIIE() T
2 k! )
By Exercise 5.7 together with Lemma 5.3, we have
k' 0) log 27r l

f- I
P
(0)
(P
k!
k - - tog27r ICI + k! H-t
1 1
i=t J
- (-1)k
k Ek
i=t
1
J
- l0 g27r ICI+e-xlogxdx
I ,
(-i27rt)k i7r k
(1)-E _1
2 sign(t)-1
kt
i=t I
00 oo
(f.p. xk-', fi(x)) = f.p. f x-k-t f e-i2n1XO(t) dt dx
(n-k-t' E J 00
00
Elo foo
where the final step is justified because the o(1) term in the expansion of
H_k-t.E(e-i2"t')
can be bounded by f (E)g(t), with f (E) = o(1) as c 4. 0, and
g(') having only polynomial growth as It I oo. The formula for n±k-i (t)
is now established, and the one for II-k-t (t) then follows by (5.6) because the
Fourier transform commutes with M_ t; see Exercise 5.8. 0
As an immediate consequence of Lemmas 5.6 and 5.10, we obtain the for-
mulae below; see also Exercise 5.10.
Corollary 5.11 F o r a n y integer k, let 1-lk() = . _ {f-p. xk}. If k > 0, then
1227r
7r tk sign(t).
nk(t,) = (-i2zr
1 s'kl(t) and l1-k_, (t) _ (
)k
Turning to the general, n-dimensional setting, we require the following tech-

nical lemma.
Lemma 5.12 Let a E C and U E D* (R" ). If u is homogeneous of degree a
on R" \ {O}, i.e., if Mtu = tau on Rn \ {0} for all t > 0, then u E S*(R"). If,
in addition, u is CO° on R" \ (0), then u is C°° on R' \ (0).
Proof Let* E C mP (R" \f0}) be as in Exercise 5.12, and define X E C mP (R" )

by
dt
X(x)=1-J1 *(tx) forxER".
0
Put uO = Xu and ul = (1 - X)u; then uo E S* and uo E C°°(R") because uo

has compact support, so it suffices to consider u I. We have
(ui, ) = (j' ir(tx)

a tu(x),
0(x)= f '(u, OM1
fr)
dt
for q E D(Rn),
(u, OM *) = (u, Mt (*Ml/t-O)) = (t-"Ml/tu, rMl/to)

= t-n-a(u, *M,1, 0).
Let K = supp *; then there is an integer k such that
1(u, iMi,t4)I < C E max I aa(*Mltt4) I< C E t-I°Ì max I a"O(t-lx)I

xEK
lal<k K Ial<k
Choose an integer r > n + Re a; then because 0 gi~ K,

t-IaI a"0(t-lx)I
max I
xEK
< Ct-IaIXEK
max E IxI6aa0(t-1x)1
lfll=r+Ial
l(t-lx)I
< Ctr E max
IfiI=r+Ial
XEK
aa4(t-lx)I,
so
f 1
tr-n-Rea dt
I(ul, 0 :5 C E sup
1: I#I=r+lal YER" J0
showing that ul E S* (RI).
Now make the additional assumption that u is CO° on R \ (0). Since X = 1

on a neighbourhood of 0, we see that u 1 is C°° on R", and
IxI)Rea-lal
laaul(x)I < C(1 + forx E R".
Hence, if L81 > n + ja I + Re a, then the function 8. [(-i2zrx)a u 1(x)] be-

longs to L 1(1 ' ), and we deduce from (3.17) that (i2iri; )O 8"u i is continuous
onR R.
Lemma 5.12 shows that the Fourier transform of a homogeneous distribution

always exists as a temperate distribution. Furthermore, the following holds.
Theorem S.13 Let a E C. If u is a homogeneous distribution of degree a on I[2",

then its Fourier transform u is a homogeneous distribution of degree -a - n
on R.
Proof. For t > 0 and 0 E D(R ),
(Mru, 0) = (Mr.Tu, ) = t-"(u, .FM1/ro),
and by Exercise 5.8,
t-"(u, .FM11r4) = t-"(u, t"M,.Fo) = t-"(M111u, F4)

_ (t-n-au, ,F4) = (t-n-a Fu, 95),
so Mrir. = t-n-au.
If U E C°°(lf8" \ (0)) is homogeneous of degree a, then by Lemma 5.12

the finite-part extension f.p. u is a temperate distribution on 1l8", and, recalling
(5.12), the Fourier transform of f.p. u is given by
(.F f.p. U, 0) = (f.p. U, ) = dco for g5E S(

JIwI=1
(5.15)
We can express Raq in terms of the one-dimensional Fourier transform in

Lemma 5.10.
Lemma 5.14 If X E 1[8" \ {0}, then
Rac(x) = (n +n-1(S x), ( )) for 4 E S(R").

Proof By (5.11), we have (f.p. 40+11-1, (px)). To express the
function p H c (px) as a one-dimensional Fourier transform, we make the
substitution = i;1 + tx/Ix12, where t = i; x and thus '_r is the orthogonal
projection of onto the hyperplane normal to x. In this way,
(px) = J 0 f tl=o
t l dal dt _ (p),
where
0,'(0 = 1+ IX12x dal,

Ixl JX =o
so
Rac(Px) = (f.p p++n 1, O^x (P)) = (na+n-! OS)

Now see Exercise 5.11.
Together, (5.15) and Lemma 5.14 show that the Fourier transform of f.p. u
is given by
f.p.u,q5)= f u(w)(n ))dw for ES(R'),

Iwl=
(5.16)
and similarly, the inverse Fourier transform of f.p. u is given by
(.F* f.p. U, 0) u(w)(II +,:-1(-x w), q5(x)) dcv for O E S(R").

Iwl=1
(5.17)
If Re a < I - n so that E L 1,10c (R), then we may write
(f.p. u(x)) = IIa+n-1( co)u(a)) do)

L I=1
and
-,C{f.p. u(i )} =
Iwsee
f ]Ia}n-1(-x w)u(w) dco;
Exercise 5.12 for alternative formulae that do not require any restriction
(5.18)
on a.
Change of Variables
We wish to investigate the effect of a change of variable x = K(y), where
K : S2" -+ S2 is a Cx diffeomorphism satisfying
K (O) = 0,
and S2" and S2 are open neighbourhoods of 0 in R". For any E > 0, let
BE={yER,':lyl<E}
Change of Variables 175
denote the open ball in 1R" with radius c and centre 0, so that if u E L 1.10c (Q \ (0} )
and 0 E D(Q), then
J u(x)O (x) dx = J (5.19)
Theorem 5.15 below implies the existence of the finite part of the right-hand
side of (5.19) when u is homogeneous, or, more generally, when u is the sum of
finitely many homogeneous functions and a remainder term that is integrable
on Q.
Theorem 5.15 If U E C°°(1R" \ (0}) is homogeneous of degree a, then there

exist E > 0 and functions wo, w1, w2, ... and Ro, R1, R2, ... with the following
properties:
(i) For every m > 0, the composite function u o K admits the expansion
m
u(K(Y)) _ > wi(y) + R,. (y) for0 < IYI < E.

i=o
(ii) For every j > 0, the function wj is C°O on IR" \ (0) and homogeneous of
degree a + j :
wj (ty) = t' wi (y) fort >0 and y ER' ' \ {0}.

(iii) For every m > 0, the function R, is CO° on BE \ (0) and, for every
multi-index a,
IaaRm(y)1 < C".alylO+m+l-IaI

for0 < IYI < c.
If, in addition, a = -n - k for some integer k > 0, and u satisfies the parity
condition (5.14), then for all j > 0 the parity of the function wj is opposite to
that of k - j, i.e.,
wj(-x) = (-1)k-'+1 w! (x) for x E IR" \ {0).
Proof Since K is a diffeomorphism, the derivative K'(0) : R" is an iso-

morphism, and since K (O) = 0,
K(Y) = K'(O)y + C(IYI2) as y -- 0.
Letting h(y) = K(y) - K'(0)y, we see that there exists E > 0 such that
cIYl < IK'(0)Y + th(y)l < CI yI for 0 < Iyl < E and 0t1.
Thus, by Taylor expansion of u about K'(0)y,
U (K (Y)) _ lI u(i) (K'(0)Y; h (Y)) + Rm.I (Y),

j=0
j!
where
R,,,,1(y) = 1 JrI (1 - t)mu(m+I)(K'(0)y + th(Y); h(Y)) dt.

M! 0
In turn, Taylor expansion of h about 0 allows us to write

m
h(Y) _ >2 hr(Y) + R,,,,2(Y),

r=2
where
ft
hr(Y) = 1 K(r)(0;
r! Y) and R..2 (Y) = 1
m!
J
0
(1 - t),,,K(,,,+I)(ty; Y) dt.
Hence,
m _
u(P) (K'(0)Y; h(Y)) _ > ... >2 u(P) (K'(0)Y; hr, (Y), ... , hrp (Y)) + Rm.p(Y),
r,=2 r,,=2
and we see that
w3(y) = > l u(P) (K'(0) Y; hr, (Y), ... , hr,, (Y)),

I
P
where the sum is over all p > 0, rl > 2, ... , rp > 2 satisfying
rl + ...+ rp - p = j
(Notice that j ? p > 0.) Since a"u is homogeneous of degree a - Ial, and
hr is homogeneous of degree r, it follows that w j is homogeneous of degree
a - p + rI + + rp = a + j. The estimates for Rm(y) follow from the
bounds
CIYIa+m+I-laI IYIm+I-lal)
IaaRm,t(Y)I < and IaaR,,,,2(Y)I < Cmin (1,
for 0 < lyl < E. Finally, if a = -n - k and u(-x) = (-1)1+lu(x), then
8"u(-x) = (-1)1+l-I"I8"u(x)
and so the term wj is homogeneous of de-
gree -n - (k - j), with
W j (-Y) = pi (-K'(0)Y; hr, (-Y), ..., hrp (-y))

> u(P)
= (-1)k+l-P+r,+...+rPwj(Y)
because hr(-y) = (-l)rhr(y). 0

Now consider the left-hand side of (5.19). Since K(QK \ BE) = 2 \ K(BE),
the question arises as to whether
r
f.p. u(x),o (x) dx = f.p. u(x)o(x) dx.
Eyo JS2\K(BE) Eyo JS2\BE
In fact, Exercise 5.7 shows that these two finite-part integrals can differ, even if
K is linear, when a is an integer less than or equal to -n. Once again, we seek
first to understand the one-dimensional case.
Lemma 5.16 Suppose n = 1. If a # -1, -2, -3, ..., then

00
f.p.
f (f)
xacb(x) dx = (f.p. x+, 0(x)) (5.20)
and for any integer k > 0,
f.p. x-k-10(x) dx = (f.p. x-k-1, 0(x)) (5.21)

JR\K(BE)
Proof The case Re a > -I is trivial, so suppose that Re a > -k - 1 and

a # -1, -2, ... , -k for some integer k > 1. Integration by parts gives
[K (E)]a+10 (K (E)) Ha+1,K(E) ('Y')

a+1 a+1 '

k-1 0(f)(0)
[K(E)]a+10 (K(E)) = E [K(E)] a+j+1 + O(Ea+k+1 )

j=o
and
k-l
[K (E)]a+j+l = Ea+l+l +
Cjl
l=j
for some cjl E R. Thus,
f.p.[K(E)]a+l0(K(E)) = 0,
and we have
-1
f' P' Ha,K(E)(0) = f.p. Ha+1K(E)(h'),
OE O a+140
provided the right-hand side exists. Induction on k yields
(-1)kHa+k,K(E)(T (k))
f.p. Ha.K(E)(W) = f.p.
CIO Elo (a+ 1)(a+2)...(a+k)
(-1)k Ha+k (O(k) )
(a + 1)(a + k)'
which, by Lemma 5.3, shows that (5.20) holds.

To prove (5.21), let
f.p. Jk,E(b), where Jk,E(0) = f x-k-10 (x) dx.

E4.O \K(BE)
If we can show that
Jk(0) = ki f (k+1)
(x) log IxI dx, (5.22)
then (5.21) will follow by Lemma 5.5. Integration by parts gives
JO,E(4) = 0(K(-E)) log IK(-E)I - O(K(E)) log IK(E)I
'(x) log IxI dx,

R\K(B,)
4 (K (±E)) log IK (±E) I = ¢ (0) log IK'(0)E I + O (clog 1 f,
so (5.22) holds for k = 0. If k > 0, then
E(K(E)) (K (-6))
k[K(E)]k k[K(-E)]k + k
= Jk-1,CW) + k"¢(i)(0) / 1 1 1
+0(6).
k f=p J! [K(E)]k-i [K(-E)]k-iJ
Given any integer m > 1, we can define a C°° function f : SZ -+ IR by
(K(y))a= ifyES2\0,
1
ify=0,
[K'(0)]m
and so
f. p. 1 L p.
f (±E) = f cnn)
(0)
E JO {K(±E)j'n EO (±E)m mI
Thus,
Jk-l(0')
Jk(0) =
k
and (5.22) follows by induction on k.
For c sufficiently small, the set K(BE) is approximately ellipsoidal and can
be described using the function g in the next lemma. Recall that Sn-' = {w E
R" : I w I = 1 } denotes the unit sphere in R".
Lemma 5.17 There is an co > 0 and a C°O function

n
g : (-EO, EO) X S-1 -o- IIB,
such that
K(BE)fl(pw:0<p<oo) ={pw:0<p<g(E,w))
for 0 < E < Eo and Iw1 = 1. (5.23)
Moreover, g satisfies
g(E, w) = -g(-E, -w) and IaEg(E, w)I Cj, (5.24)
foriEi <co,IwI=1andj>0.
Proof. Choose po > 0 such that tw E cZ for It1 < po and IwI = 1, and define
f (t, w) = sign(t) IK-' (tw)1.
Since K-' (0) = 0, Taylor's theorem gives
K-' (tw) = tLw + t2M(t, w),
where
L = (K-')'(0) and M(t, w) =

f (1 - s)(K')2(stw; w) ds.
Thus,
f (t, co) = t I Lw + tM(t, w) I,

and, because La) 0 0 for Iwl = 1, there is a pi E (0, po) such that f (t, co) is
Cx for Itl < pi and Iwl = 1. The uniform bound 8t f (0, (o) = I L(vI ? c > 0
means that we can apply the implicit function theorem and define g by
f(t,w)=E # t=g(E,w),
for I E I < Eo, with co > 0 independent of w. The relation (5.23) follows because,
for Ix I < co,
K(x)=pw p=g(Ixl,w),
and because g(E, c)) is a monotonically increasing function of E. Finally, (5.24)
holds because f (t, w) = -f(-t, -w) and because I a/ f (t, w)1 < Cj for
Itl < pi and lwl = 1.
We are at last in a position to prove the main result for this section; see Kieser
[48, Satz 2.2.12] for the original proof using the calculus of pseudodifferential
operators.
Theorem 5.18 Let K : S2" -+ 0 be a diffeomorphism with K(0) = 0, as above,

and suppose that u E C°°(]R" \ 0) is homogeneous of degree a. If a # -n,
-n - 1, -n - 2, ... , or if a = -n - k (k > 0) but u satisfies the parity
condition (5.14), then
f.p. J "\K(B,) u(x)c(x) dx = (f.p. u, ) for E

EO
and hence
f.p. J \B, u(x)4(x)dx = f.p.

E.(.O Elo
f
\B,
u (K (y)) 0 (K (y)) I detK'(y)I dy
for 0 E D(Q).
Proof Using the notation in Lemma 5.17 and making the substitution x = pw,
we have
00
f "\K(B,)
u(x)cb(x) dx =
JIml=1
u(w)
Jg(E.W)
pa+n-10(pw) dp dw
for0<E <Eo.
If a # -n - k, then by Lemma 5.16,
oo
f.p. pa+n-io(pw) dp = (f.p. 4(pw)) = Ra (w),
Et.o Jg(E,o)
Finite-Part Integrals on Surfaces 181
and the result follows at once from (5.12). If a = -n - k and u satisfies (5.14),
then
f u(w) f 00
p-k-'O
(pcv)dpdo)
f Jg(E,w)
=J u(-w) J dpdcv
L. g(E.-w)
= f u(w) I
g(-E.w)
p-k-)¢(pw)dpdw
Iw1=) -oo
= 21 fl-1=1 u(w)fR\K.(B,)
where Kw is the one-dimensional diffeomorphism defined by K (E) = g (E, w).

Hence, it suffices to apply Theorem 5.8 and Lemma 5.16.
Finite-Part Integrals on Surfaces

Although we shall avoid making explicit use of the results in this section they
nevertheless give some insight into the nature of the surface potentials and
boundary integral operators encountered in the later chapters.
Consider a C°° surface of the form
F= (5.25)
and assume that the origin has been chosen so that (O) = 0. By (3.28), if
uE and 0 E D(r), then
fr u(x)fi(x) do. = f wi-I

u(x', (x'))O(x', (x')) 1 + dx'.
For finite-part integrals on 1, we have the following result of Kieser [48,

Satz 4.3.9].
Theorem 5.19 Let I' be a C°O surface passing though the origin, as above, and
suppose that u E C°°(]R" \ (01) is homogeneous of degree a. If a -n + 1,
-n, -n - 1, ... , or if a = -n + 1 - k (k > 0) but u satisfies u(-x) _
(-1)k+)u(x), then
f.p.
Elo
f \B.
u(x)O(x) dox
= f.p.
E.IA
fIX'1>E
u(x', (x'))O(x', (x')) 1 + dx'
for 0 E D(r).
Proof We introduce polar coordinates in R"-', writing
x' = rw, r = Ix'I, co = x'/r E S!,-2.
For X E F, we have IX 12 = r2 + (r(0)2, and so
x E F \ BE f r l + E.
Since (0) = 0, there exists EO > 0 and a C°O function g : (-EO, EO) X S"-2
R such that
1' \ BE = { (x', (x')) : x' = rw, r > g (E, co) and w E Sn-2 } for 0 < E < co,
with g(E, w) _ -g(-E, -co); cf. Lemma 5.17. The result follows by arguing as
in the proof of Theorem 5.18, remembering that now the integral is over RI-I
instead of R".
Finite-part integrals on surfaces arise as boundary values of functions of the

form
f (x) _ f u(x - y),/i(y) day for x E R" \ IF, (5.26)

r
where the integral is divergent if x E F. We shall consider u of the following
type.
Assumption 5.20 The distribution u is of the form
u(x) = Jct%x[v(4)) with

P( )
where p and q are homogeneous polynomials satisfying
(degree of p) - (degree of q) = j - 1 for some j > -n + 2,
and in addition
q(); 0 forall ER' \{0).

Thus, V E C°O(R" \ {0)) is homogeneous of degree j - 1, and so is locally
integrable on lid" because j - 1 > -n + 1. By Theorem 5.13, we see that u is
a homogeneous distribution on ][l;" of degree -n + 1 - j, and by Lemma 5.12,
u is C°° on R" \ {0}. Also, by Exercise 5.8,
v(-l;) = (-1)'-'v(l;) and u(-x) = (-1)j-lu(x). (5.27)

Figure 4. Integration contours in the definition (5.28) of f }.
To begin with, we investigate the simplest case, when I' = R' ' and so
f(x) = f u(x' - Y', x")ir(Y) dy' for x,, 0.
The next lemma gives an alternative representation for f in terms of the Fourier
transform of *. We denote the upper and lower complex half planes by
C+={zEC:Imz>O} and C-={zEC:Imz<0},

put
and let C± and C,- be the closed, semicircular contours shown in Figure 4.
If w(z) is continuous for z in the closed half plane Ct U R, and analytic for
Iz I > ro and z E C}, then we denote the integral of w over C} by
f w(z) dz = fcr
w(z) dz for r >ro. (5.28)
By Cauchy's theorem, this integral is independent of r.
Lemma 5.21 If u satisfies Assumption 5.20, and if i,r E S(Ri-1), then
f (x) = forx E R±,
where
f
m±(', x") = f
Furthermore,
t-ix,,) = tim±(', fort >0 and i'540,

and
m+(-C, -xn) = (_1)r-'m-(', xn).

Proof The function f has a natural extension to a distribution on R", namely
the convolution u * (i/r 0 8), where (Vr (9 8)(y) = +/r(y')S(y"). Hence, for all
0 E S(II8"),
(f, 0) = (u * (tk 0 8), .F.F*O) = (F[u * ( ® S)], f*O)
where = J '*O. Suppose now that supp o c R". In this case, for each i;'
the function ¢( ', ) is continuous on C± U R, is analytic on C±, and satisfies
bounds of the form
4(01:5 CM,N(1 + WD-MO + It U-" fore' E R` I and E C} U
Hence,
H t" f oo
d'n
and to shift the contour of integration in the "-plane, we consider the poles
of putting Z(i') = ( " E C : q('', l") = 0 ). Since q is homogeneous,
we have Z(ti;') = and since the coefficients of the polynomial q(i', )
are continuous functions of ',
for f
f 00
00
v( d ,= = f v()() d = f f v(
)ei2'
x0 (x) dx d "
=
f
yR
'RI,
x,:) dx.
Finally, since the substitution z = ti;, gives
m±(t ', t-ixn) = f dz
fv(t)ei2ht x t trm f(i;, x),

and since the substitution z = - gives
dz
Jfc;
M+(-C, -xn) =
f C,
which equals by (5.27).
Since m±(k', is a C°C function of x,,, we see that the restrictions f I w. and
f IR,. can be extended to C°O functions on R. We now consider the one-sided
boundary values of f on the hyperplane x, = 0, given by
f.+(x') = lim f (z) = fR11 mf(', ')e'2rtX d '

Z--s(X'.o),ZEWI -I
for X' E R!'- 1.
Theorem 5.22 Suppose that u satisfies Assumption 5 .20, and that i E S(Il8i-1)
(i) If j < -1, then
f+ W) = .t--(x') = f Rn-1
u(x' - y', 0)f(y') dy'. (5.29)
(ii) If j > 0, then
f+ (x') + f_(x') = 2 f.p.

E4O
f IX'-Y'l>E
u(x' - y', 0)i(y') dy',
and the jump in f across the hyperplane x = 0 has the form
f+(x') - f-(x') = E c«a°*(x'),

IaI=i
for some coefficients Cc, E C.
Proof Using the sum and difference of m+ and m_, we define
us(x') where ms( ') = 0) + m-( ', 0),
and
ud(x') = where md(') = m+(,', 0) - m-(', 0),

so that
f++f_=u5*ifr and f+-f_=ud*1/r.

By Lemma 5.21, m5 and and are homogeneous of degree j, and satisfy
(-1)'-lm5(4') and md(- ') = (-1)'md('),

so us and Ud are homogeneous distributions on R" of degree -j - (n - 1), and
satisfy
u5(-x') = (-1)1-1u5(x') and ud(-x') = (-1)!ud(x').

Since u(x - y) is C°° for x # y, it is easy to see that if x' supp *, then
(5.29) holds (even if j > 0), and in particular f+ (x') - f- (x') = 0. Therefore
suppud(x' - ) c {x'}. If j < -1, then Ud E L111,,(Rn-1) so Ud = 0. If
j > 0, then, with the help of Theorem 3.9 and Exercise 5.1, we deduce from
the homogeneity of Ud that
Ud*t/t= Ecaaa*,
lal=i
for some ca E C. Furthermore, u5(x' - y') = 2u(x' - y', 0) for x' y', be-
cause (5.29) holds when x' f supp *, so the homogeneous distributions u5 and
2f.p. 0) are equal on R"-1 \ {0}. Since both have degree -(n - 1) - j
and parity j - 1, we see by Theorem 5.8 (applied in R11- 1, not R") that in fact
us = 2 f.p. 0) as distributions on R' 1. D
Suppose now that r is the graph of a C°° function : IRi-1 -+ R, as in (5.25).

We denote the epigraph and hypograph of by
Q' _ {x E 1R" : x" > C(x')} and S2- = {x E 1R" : x < (x')},
and denote the boundary values oof the function f defined in (5.26) by
ft(x) = lim J u(z - y)*(y) day for x E F.

r
It is possible to generalise Theorem 5.22 as follows.
Theorem 5.23 As before, let r be the CO° surface (5.25), with (0) = 0. If u
satisfies Assumption 5.20, and if r E D(r), then the restrictions f Iu+ and f In-
can be extended to C°O functions on 1R1. Moreover, for x = (x', (x')) E
F we have
(i) if j < -1, then

/'
f+(x) = f-(x) = J u(x - y)f(y) day;
r
Exercises 187
(ii) if j > 0, then
f+(x)+f-(x) =2f.p.J
40 r\e, (x)
u(x - y)f(y)dav
and, for some coefficients ba E C°O (Rn-1),
f+(x) - f-(x) = E ba(x')8 I (x', (x')).

Ia1<i
We shall not prove this result, because techniques from the theory of pseudo-
differential operators would be required; cf. Kieser [48, Satz 4.3.6] or Chazarain
and Piriou [ 10, p. 280]. In all subsequent proofs, we avoid using Theorem 5.23.
It does, however, help to account for some of our results in Chapter 7.
Exercises
5.1 Show that the Dirac distribution 8 E D* (R") is homogeneous of de-
gree -n.
5.2 Show that if u E CcO(R" \ {0}) is homogeneous of degree a E C as a
function on R" \ (0), then for any multi-index a the partial derivative 8"u
is homogeneous of degree a - lad on R" \ {0). Show further that if a E
D*(R") is homogeneous of degree a as a distribution on R", then 8"u is
homogeneous of degree a - IaI on R".
5.3 Show that
d
f.p. x} = ±a f.p. x f 1
for a -1, -2, -3, ... ,
- -
but
d f.p. x fk =- Fk-f .p. xtk-1 ± (k i)k 6(k) (x) for any integer k > 1.
Deduce that
f.p. x-k = -k f.p. x-k-1
dx
5.4 Recall the definition (5.11) of Ra0. Show that if 0 E D(R"), t > 0 and
xEIR"\{0},then
R0¢(tx) = t-a-"RaO(x) for a O -n, -n - 1, -n - 2, ...,

188 Exercises
but
8 0i )x
R-n-k 0(tx) = tkR-n-k4 (x) - tk logt E
I"I=k
a!
5.5 Show that if u is a homogeneous function in C°°(]RI \ {0}), and if * E

C' (R"), then* f.p. u = f.p.(*u).
5.6 Show that for each 0 E S(R), the function a H H,,(0) is analytic for
a ¢ -1, -2, -3, ... , with all simple poles, and residues
ck)(0)
res
a=-k-l Ha(4) _ kI
5.7 Show that if A > 0 and 0 E S(R), then

Otki0)
f.p. H_k-l,AE(O) = H-k-1(0) - logA
Ej0

5.8 Show that for t 0,
M,T= ItI-"FM111, M,.7 r'*= ItI-"-T*MI1t,

,'Mr = ItI-"M111.P, F*Mt = ItI-"Mllt.'F*.
5.9 Show that
f.p. x°-1 a-z dx = F(a) for a E C \ (0, -1, -2, ...}.

El0 J
E
5.10 Prove Corollary 5.11 directly, i.e., without using Lemma 5.10. For the
first part, use (3.17), and for the second part, show that
(-12Jt)k+1
H_A_I (e- i2a )= k
sign (s) for any integer k > 0.
2kl
5.11 Show that if u E L1,10c (R) and 0 E D(R"), then
.ifR." u(a x)q5 (x) dx = u(t)oa(t)dt,

FOO
where
0. (t) =
al
f .,.L=O O
(x' + talla) dxl,
I
l I
Exercises 189
and dx 1 is the surface element on the (n - 1)-dimensional hyperplane

normal to a. Show further that 0a E D(R), and that if u is a distribution
on R, then u(a x) makes sense as a distribution on I[8".
5.12 Derive alternative formulae to (5.12), (5.16) and (5.17), as follows.
(i) Show that there exists f E C mP (0, oo) satisfying
00 00
dt
r f (t)
t
=1 and
fo
f (t) log t dt = 0.
[Hint: look for f in the form f (t) = Cg (At) for appropriate constants
C>0and),>0.]
(ii) Deduce that the cutoff function 1i (x) = f (Ix 1) belongs to Cmp (R" \
{0}), and satisfies
f0*
I
W
(tx) t = 1 and (tx) logt dlog IxI
for x E R" \ {0}.
(iii) Show that if u E C0(R" \ {0}) is homogeneous of degree a, then
(f.p. U, ¢) = u(x)*(x)RQ¢(x) dx for O E S(W").

J
(iv) Deduce that
TX,g{f.p.u(x)} = (n *(x)u(x))
and
)7":(f-p-U(0) = (nt+n-1(-S . x), / (f)u( ))

5.13 Show that if u E C°°(Il8" \ (0)) is homogeneous of degree -n - k for
some integer k > 0, and if u satisfies the parity condition (5.14), then
",(f.p.u( )} _ -1 fl-k-1 (-x co)u(w)dco

2 1.1=i
(i2ir)k+1
sign(x CO) (X w)ku(w) dw.
4k! J WI=i
5.14 Suppose that K E C°°(R" \ {0}) is homogeneous of degree -n, and that
K(w)dw=0.
Iw1=1
190 Exercises
Define
KEu(x)=J K(x-y)u(y)dy forx ER",

ly-xl>E
whenever this integral exists and is finite, and put
Ku(x) = limKEu(x),
whenever this limit exists.

(i) Show that if u is Holder-continuous and has compact support, then
Ku (x) = I K(x - y)[u(y) - u(x)] dy

Ix-yl <P.r
where px > 0 is any number such that u (y) = 0 for Ix - y I > Px

(ii) Show, with the assumptions of (i), that KEu -* Ku uniformly on
compact subsets of R.
(iii) Show that p.v. K exists and is a homogeneous distribution of de-
gree -n on R. [Hint: see Theorem 5.7.]
(iv) Show that Ku = (p.v. K) * u.
(v) Deduce that II Ku II H (w') C II u II Hs (R") for -oo < s < oo, and
that I Ku IK < C I u I ,,, for 0 < .t < 1. [Hint: use Theorem 5.13 and
Lemma 3.15.]
6
Surface Potentials
Following the notation of Chapter 4, we consider a second-order partial differ-

ential operator
n n n
Pu = -TL: aj(Ajkaku) +>Ajaju + Au.

J=1 k=1 J=1
From this point onwards, we shall always assume that P has C°O coefficients
and is strongly elliptic on W. Thus, Alk, Aj and A are (bounded) C°O functions
from R" into CmXI, with the leading coefficients satisfying
n n
Re >2>2[Ajk(x)4k71]* jrl ? CIA121,712 for x, E R" and rl E Cm .

j=1 k=1
(6.1)
In this and subsequent chapters, we shall develop integral equation methods for
solving boundary value problems involving P. Such methods require a two-
sided inverse for P, or, more precisely, they require a linear operator !9 with the
property that
PGu = u = GPu for u E £*(R")"'. (6.2)
Since P is a partial differential operator, it is natural to seek g in the form of

an integral operator:
CJu(x) = f G(x, y)u(y) dy for x E W. (6.3)

1
R's
The kernel G is said to be a fundamental solution for P, and the same term is
also applied to the operator g, although we shall sometimes refer to the latter as
a volume potential. We shall also work with a kind of approximate fundamental
solution, known as a parametrix, that is generally easier to construct.
191
192 Surface Potentials
The plan of the chapter is as follows. The first two sections set out the main
properties of parametrices and fundamental solutions, emphasising the simplest
case when P has constant coefficients. Next, we prove the third Green identity,
in which the single- and double-layer potentials arise. Following the approach
of Costabel [14], we then prove the jump relations and mapping properties of
these surface potentials for the case of a Lipschitz domain. The final section of
the chapter establishes some relations between the surface potentials associated
with P and those associated with P*.
Parametrices
A smoothing operator on R" is an integral operator
)Cu(x) _ ! K(x, y)u(y)dy forx E R",
whose kernel K is C°O from R" into C" xm a it is easy to see that any
such K satisfies
K : E* (R")'" E(
Conversely, it can be shown that every continuous linear operator from E* (R")
into E(IR")m has a C°° kernel; see [10, p. 28].
A linear operator G : E*(Rn)"' -+ D* (W)"' is called a parametrix for P if
there exist smoothing operators K 1 and K2 such that
PGu = u - Klu and GPu = u - /C2u for U E E* (W')'. (6.4)
Roughly speaking, a parametrix allows us to invert P modulo smooth functions.

Later, we shall write G as an integral operator as in (6.3), and refer also to its
kernel G (x, y) as a parametrix for P.
When P has constant coefficients, we can easily construct a parametrix via
the Fourier transform. Indeed, let PO and P (t;) denote the polynomials cor-
responding to Po and P, respectively, i.e.,
n
(27r)2
Po(e) = j Ajk k
j=1 k=1
and
P(
j=1
Parametrices 193
For any u E S* (R")'",
.7=x_{Pou(x)} = Po( )u( ) and ..F {Pu(x)} =
and the strong ellipticity condition (6.1) can be written as
Re77*Po(')'1 ? for E R" and 17 E C"'. (6.5)
Thus, if b = then Re r7*b < 17711b1, giving Ib1. It

follows that the £2 matrix norm of Po(e)-1 satisfies the bound
IPo( )-11 < for 0 E R", (6.6)

cII2
so we can find po > 0 such that
n
1 1
4 and
1
Po(t)-l(i27r)>2AJ J AI < 4 for ICI > po,
and hence
C
IP(A)-1I < for ICI > po. (6.7)
ICI'-
Fix a cutoff function X E C mP (R") satisfying
X 1 for I I < 2po,
and define
Gu(x) = , {[1 - X()lP( )-lu(g)}. (6.8)
We observe that g is an integral operator as in (6.3) with kernel
G(x, y) = G(x - y), where G(z) = {[1 - )-1 }. (6.9)
Theorem 6.1 If the strongly elliptic operator P has constant coefficients, then
the formula (6.8) defines a parametrix for P, and moreover
G : Hs-1(Rn)m -+ Hs+1(R")"' for -oo < s < oo.

Proof It is easy to see that
G : S(R")' -+ S(R")"' and 9 : S*(R")m -+ S*(R")m,

and since.F{PGu} = u - xu = .F{GPu} the condition (6.4) is satisfied with
K1 u = 1C2u = .F* {x u}, or equivalently, with
Ki(x, Y) = K2(x, Y) = ( 0" X)(x - Y)
This kernel is C°° because x has compact support. Also, the estimate (6.7)
implies that
((1 + I42)S+,I [1-

IIcuIIH,+.(R")m = fR"
CJR'l(1+I I2>SF,I[1-x( )]I I-2 ()I2d

C II u I I H- I (W,),,,
proving the desired mapping property.
In the general case when P is permitted to have non-constant coefficients, a

parametrix g can be constructed using the symbol calculus from the theory of
pseudodifferential operators; see Chazarain and Piriou [10, pp. 221-224]. The
mapping property of Theorem 6.1 remains valid locally, i.e., given any fixed
cutoff functions X1, X2 E Cm p(R"),
X1 CJX2 : H'-'(R") HS+1(1[8")"` for -oo < s < oo. (6.10)
The next lemma will help us to describe the behaviour of the kernel G (x, y).
Lemma 6.2 Suppose that v E C°O (ll8" \ {0}) is homogeneous of degree -j for
some integer j > 1. If
u(x) = T4*'.'(f.p. v()},
then the distribution u is locally integrable on 1[8", and is CO° on 118" \ {0}.
Moreover,
(i) if 1 < j < n - 1, then u is homogeneous of degree j - n;

(ii) if j > n, then
u(x) = u1(x) +u2(x)log1xI,
where u 1 and u2 are homogeneous of degree j - n and C°O on R" \ {0},

with u2 a polynomial.
Parametrices 195
Proof Part (i) follows at once from Lemma 5.12 and Theorem 5.13, because
v is locally integrable on R". If j > n, then by (5.18),
u(x) _ II±-x w)v(w) dw,

ICI=1
and part (ii) follows from Lemma 5.10. 0

We state the next theorem for the general case, but give a proof only for P
having constant coefficients.
Theorem 6.3 Assume that P is strongly elliptic with C°° coefficients on R".
There exists a parametrix 9 for P whose kernel admits an expansion of the
form
N
G(x,y)Gj(x,x-y)+RN(x,y), (6.11)
j=U
for each N > 0, where the functions Go, GI, G2, ... and Ro, RI, R2, ... have
the following properties:
(i) For each j > 0, the function G j is C°D on Il8" x (Rn \ (0)), and has the
same parity as j in its second argument, i.e., G j (x, -z) = (-1)j G j (x, z).
(ii) If 0 < j < n - 3, then G j (x, z) is homogeneous in z of degree 2 - n + j.
(iii) If j > n - 2, then G j has the form
G j(x, z) = Gj1(x, z) + G j2(x, z) log Izl,
where G j I (x, z) and G j2(x, z) are homogeneous in z of degree 2 - n + j,

with G j2(x, z) a polynomial in z.
(iv) If0<N+1 <n-3, then
aaRN(x, y) = O(Ix - yI2-n+(N+1)-I«I) as Ix - yI --* 0, for IaI > 0.
(v) If N + 1 > n - 2, then RN is C2-"+N on R", and
aaRN(x, y) = O(Ix - y12-n+(N+1)--IaI log Ix _ y;)
as Ix - yI 0,forIal >2-n+(N+1).
Proof As mentioned above, we assume P has constant coefficients, and con-
sider G given by (6.9). The choice of po ensures that there exists an expansion
of the form
P( )-1 = for ICI > Po,

j=o
with Vj E CO0(R" \ (0))"'11 rational and homogeneous of degree -2 - j. We

define
Gj(z) _
and apply Lemma 6.2 to obtain (ii) and (iii). The expansion (6.11) serves
to define RN, and we see that G j (-z) = (-1)jG j (z) because Vj (-t) _
(-1)jV1(4)
Write RN(x, y) = RN,1(x - y) + RN,2(x - y) + RN,3(x - y), where
N+I 00
RN 1 = -X E f.p. V3, RN.2 = f.p. VN+I, RN,3 = (1-X) E V3.
j=0 j=N+2
We see that RN, I is C°O on R" because RN, I has compact support. Parts (ii)
and (iii) imply that RN,2(X, Y) = RN,2(x - y) = GN+1 (x - y) satisfies condi-
tions (iv)-(v). To deal with the remaining term RN,3 (X, Y) = RN,3(x - y), we
use the bounds
ITx-, {(-127rz)fla"RN,3(z)}I = la )I
C(1 +
Indeed, taking fi = 0, we see that .'{8"RN,3} E if -2 - (N + 2) +

I al < -n - 1, and thus 8" RN,3 is continuous on I[8" if la l < 3 - n + N.
Furthermore, by summing over I Ig I = r > 0, we see that I z I' 8" RN, 3 (z) is
bounded for z E IE8" if -2 - (N + 2) + lal - r = -n - 1, i.e., if -r =
2 - n + (N + 1) - Jul < 0, and thus laaRN,3(z)l < CIzl2-n+(N+l)-Ial if
lal>2-n+(N+1).
Notice in particular that the parametrix G(x, y) in Theorem 6.3 is CO0 for
x # y. We can use this fact, together with the mapping property (6.10), to
extend the interior regularity result of Theorem 4.16.
Theorem 6.4 Let 521 and 02 be open subsets of R", such that SZ I C= 02, and
assume that P is strongly elliptic with C°° coefficients. For s, t E R, if u E
H' (522)"' and f E H-'(02)' satisfy
Pu = f on 522,
then u E HS+2 (cZ 1)' and
IIuIIH=+'(sz1),,, < CIIa1IHI(n2)' + C11 f
Proof. Choose an open set 2 c 02 such that SZ1 C= 0 and SZ C Q2, and then
choose a cutoff function X1 E C mp(SZ2) such that x1 = 1 on Q. We have
X1U - LC2(Xiu) = GP(xiu) = G(xif) +G[Pxiu - XIPul,
and thus
IIuIIH+2(&2,)1r' _ IIK2(Xiu) +G(Xif) +G[PXIU - X1Pu]IIH=+2(c1)m
Since K2 is a smoothing operator, II1C2(X1u)IIHs+2(Q,)"' < CIIuIIH,(n2)"', and

it follows from (6.10) that II(XIGXI)f IIHs+2(n,)-n <
CIIfIIHs(S22)°; Finally, since Pxlu - x1Pu = 0 on S2, and since G(x, y) is
C°O for x ¢ y, we have
II G[Pxiu - x1Pu]IIHx+2(sn,)^ < CIIUIIH'(02)"

11
One interesting consequence of the above result is that the parametrix is

unique modulo smoothing operators.
Corollary 6.5 If G1 and g2 are parametrices for P, then !91 - 92 is a smoothing

operator, and hence G1 - G2 is C°C on R" x ]R".
In particular, it follows that the mapping properties (6.10), and the expansion
in Theorem 6.3, are valid for every parametrix of P. Two further consequences
are now obvious.
Lemma 6.6 If G is a parametrix for P, then g : D(R")"' £(R11)"'.
Theorem 6.7 The operator G is a parametrix for P i f and only if G* is a

parametrix for P*.
A parametrix g (or its kernel G) is said to be a fundamental solution for P if
(6.4) holds with 1C1 = 0 = LC2, i.e., if
PGu = u = GPu for u E E*(R")'".

When P has constant coefficients, it is natural to seek a convolution kernel
G(x, y) = G(x - y)
with G E S* (LR" )"""" . Indeed, taking Fourier transforms we see that such a G
is a fundamental solution if and only if
I,
or equivalently,
PG = 8 on R". (6.12)
When the polynomial P(i) is homogeneous, i.e., when P( ) = P0(e), then we

can easily construct a fundamental solution as follows.
Theorem 6.8 Assume that? has constant coefficients and no lower-order terms
(A1=OandA=0).
(i) If n = 2, then the formula
G(z) ='P*->z{f.p.
f wl=
[r'(1) - log2rrlw zI]P(w)-' dw
defines a fundamental solution for P.

(ii) I fn > 3, then G (z) = P (l;)-' } defines a fundamental solution for P,
and G is homogeneous of degree 2 - n.
(iii) If n = 3, then G in (ii) has the integral representation
G(z) = 2z1
f l P(w1)-1 dwl,
where Sz = {w1 E S2 : wl z = 01 is the unit circle in the plane normal
to z, and dwj is the element of arc length on Sz .
Proof. We see from (6.6) that P (l;) is invertible for 0. Thus, P (t;)-' is
C°O and homogeneous of degree -2 for E R" \ {0}.
Suppose n = 2. We know from Lemma 5.12 that f.p. P(l;)-' is a tem-
perate distribution, so G(z) is well defined as the inverse Fourier transform
of f.p. P(l;')-', and by Exercise 5.5,
f.p. I = .Fz,. (3(z)},

implying that G is a fundamental solution for P. Since P (-w) = P (w), we

see from (5.18) that
G(z) = 12 f.1=1 [II±,(-w z) + II±1(w z)]P(co)-' dc),
II±I() = F'(1) - sign(se),

2
giving the integral representation for G (z), and completing the proof of part (i).
Part (ii) is clear from Theorem 5.13, because for n > 3 the function P ()-1 is
locally integrable on R", and thus homogeneous of degree -2 as a distribution
on lid".
To prove (iii), we note that by Exercise 5.12, if n = 3 then
G(z) = (IIa (- z), ()P( )-1) for z E R3 \ {0}.
Moreover, since P(-i) = and since we can choose * so that
(- . z) + IIo ( z), ()P(

G(z) =
Z(rI
Observe that I1 (- z) = IIo (' z) and x+ + x° = 1, so fl + 11 =
.F{ I) = S, and therefore, if we define cp (') = 1/r () P (t) and Oz (t) as in the
proof of Lemma 5.14, then, by Exercise 5.11,
G(z) = z),()P()-1) = 2(8, 0z) = 2c6z(0)

Z(8(
_ 1
( P 1)-1 d l
21zl t t=0 Y'
Introducing polar coordinates in the plane normal to z, i.e., putting l = pwl

with p = and wl = l/p E Si'-, we find that
f l Z=0
(l)P(Sl)-'d 1 = J J'1E >O
(Awl)P(Awl) Adpdwl
(Awl) dp) P(wl)-' dw1,

Sl (f o A
which yields the desired formula for G(z).

Of course, in part (i) of Theorem 6.8 we can simply take
zl)P(co)-1 dcv, (6.13)

G(z) = Js (log IW1
because P = Po annihilates constants.
We shall not prove any other general existence result for fundamental solu-
tions, although Chapter 9 treats a particular example with A 0 0. Dieudonne [19,
pp. 253-256] discusses the history of existence proofs for fundamental solu-
tions of general classes of partial differential operators. Gel' fand and Shilov [27,
p. 122] give a reasonably simple proof for scalar elliptic operators of arbitrary
order with constant coefficients, and Hormander [41, Theorem 7.3.10] consid-
ers arbitrary (not necessarily elliptic) partial differential operators with constant
coefficients. Miranda [67, Theorem 19, VIII] treats second-order elliptic equa-
tions with variable coefficients.
The Third Green Identity

Let us recall the notation used in our discussion of the transmission property
(Theorem 4.20). The set S2- is a bounded Lipschitz domain in JE81, SZ+ is the
complementary, unbounded Lipschitz domain, r = a S2+ = 8 S2-, and we have
the sesquilinear forms ct = Ogf, defined by
n n n
cI(u, v) = f E E(A jkaku)*ajv + (A jaju)*v + (Au)*v dx;

t j=1 k=1 j=1
cf. (4.2). The one-sided trace operators for SZ+ and S2- are denoted by y+ and
y-, respectively, so that
y±u = (U±) I r when u = U}1c2± for some Ut E D(1[8")"'
In the usual way, we extend y+ to a bounded linear operator
y} : Hs(c2±)m -* Hs-1/2(r)m for 2 < s < 2

The one-sided conormal derivatives of a function u E H2(S2±)m are defined by
BV n n n
u Vjy} EAjkaku and 13 vjy EA*
j=1 (k=1 j=1 k=1
with the usual generalisation via the first Green identity, as in Lemma 4.3.
Remember also our convention that the unit normal v points out of S2- and
into 52+.
The Third Green Identity 201
When u is defined on the whole of R, we sometimes write ut = uIn± for

its restriction to Q±. To avoid redundant + and - signs, we write the one-
sided traces as y+u and y-u instead of y+u+ and y-u-, and similarly for the
one-sided conormal derivatives. The jumps in these quantities are denoted by
[u)r=Y+u-y u, Au)r=Bvu-B-u,
and we often indicate that a jump vanishes by dropping the + or - superscript;
for instance, we write
yu = y+u = y-u if [u]r = 0.

The first new symbols are y*, the adjoint of the two-sided trace operator, and
B*, defined by
(Y*, 0) = (Vr, YO)r and 0) for 0 E E(R")m

(6.14)
By Theorem 3.38, y0 E HI-Emm for 0 < c < 2, so y*4r makes sense as
a distribution on R" for any * E HE-' (F)'". Similarly, since 9.-0 E L.(1')"',
we see that makes sense as a distribution on R" for any * E Li (I')"'.
Obviously,
supp y*Vr c supp /r c r and supp B* fr c supp * c r.
Using y* and B*, we can restate Lemma 4.19 as follows.
Lemma 6.9 Let f } E H-I (S2±)'" and put f = f+ + f - E H_1

(1i$
n )n' and
suppose that u E L2(Rn)'" with u± E H1(SZt)"' If
Pu± = f } on Q±,
then
Pu = f + B*[u]r - on lR". (6.15)
Now let C be a parametrix for P. Thus, there are smoothing operators

1C1 and 1C2 such that
P9u = u - ICiu and cPu = u - IC2u for U E E*(Rn)"',
and of course ICI = 0 = IC2 if G is a fundamental solution. Motivated by

Lemma 6.9, we define the single-layer potential SL and the double-layer
potential DL by
SL=Gy* and DL =GBv.

Applying G to both sides of (6.15), the third Green identity follows immediately.
Theorem 6.10 If, in addition to the hypotheses of Lemma 6.9, the function u
has compact support in 1R" (and thus also f has compact support in R"),
then
u = g f + DL[u]r - K2u on R".
The definitions above mean that

1Z\ ifl
(SL V,, 0) = O1i, Yc*0)r and (DL i/r, 0) BAG*0)r' for 0 E E( H
so by considering test functions with supp 0 C= R" \ F, and recalling from

Theorem 6.3 and Corollary 6.5 that G(x, y) is C°° for x # y, one obtains
the integral representations
SL*(x) =
f G(x, y)i/i(y) dc,, (6.16)
DL*r(x) = f [Bv.,G(x, y)*]*1/r(y) day, (6.17)
for x E 1R" \ r. Notice also that
PSL Jr=y*Vr-ICI y*Vr and PDLKlon R,

(6.18)
and hence
P SL Vr = -Ki y** and P DL on SZ}. (6.19)
In particular, if G is a fundamental solution, then P SL Vr = 0 = P DL Vr

on 52±.
Jump Relations and Mapping Properties

The surface potentials SLib and DL* are C°O on S2± because G(x, y) is C°°
for x # y. We shall now investigate their behaviour at the boundary F. The
results in the next two theorems, for general Lipschitz domains, are from the
paper of Costabel [14].
Jump Relations and Mapping Properties 203
Theorem 6.11 Fix a cutoff function x E C o ,(R). The single-layer poten-

tial SL and the double-layer potential DL give rise to bounded linear operators
XSL: H-1/2(r )m H1(l[$n)m, X DL : Hl/2(r)m HI(S2:)m,

ySL : H-t/2(r),n H1/2(r)m, yt DL : HI/2(r)m HI/2(11)m,
B} SL : H-1/2(r)m H-1/2(r)", B DL : H1/2(r)m H-1/2(r),n,
and satisfy the jump relations
[SL f]r = 0 and [B SL 1/rl r = -1/r for* E H-1/2(r)m,
and
[DL Tf]r = Vr and [B DL *lr = 0 for* E HI/2(r)m.
Proof Choose a second cutoff function xt E D(W), satisfying Xt = 1 on a

neighbourhood of 0- U r. For * E D(r)m and 0 E D(li8")'n,
(xgxtY**,
(xSL 1/r, 4)) = 4)) = (*, Y(xiG*X)4))r,
and by Theorem 3.38 and (6.10),
y : HI (R n)m -* H1/2(r)m and X19*X : H-'(R)' -+ HI (Rn)nt,

(6.20)
so IIY(xtg*x)4)IIH112(Rn)>-< < CII4IIH-'(Rn)m. Hence,
I(XSLi/r, 4)I <- CIILrIIH-"2(r) II)IIH-'(W)"'
implying that I I X SL *I I H I ta pn $ C I I r I I H-"i2 (r),,, . This inequality proves the

mapping property for X SL. The mapping property for ySL and the first jump re-
lation [SL*]r = 0 follow at once because y : HI (Rf)m -+H1 /2(r)m; cf.
Exercise 4.5.
The mapping property for By SL is proved using the first Green identity. In
fact, since P SL 1/r = -Kt y*ilr on 52-, we see by applying Lemma 4.3 that
IIB- SL IIH-itr< C11 SL1/rIIH(n-)` + CIlk] Y*1II
If 95 E HI then
OCIY*+lr, 4))a-I = I(*, YICI4))rl <_

CII'P II4II Hcn-n,,
SO II)Cly* CIIlfIIH-1/2(rp.,. Hence, using the mapping property

of SL just proved, IIBy SLiIIH_112(V)"' < CIIiIIH-,r-(r),,,. Essentially the same
argument, applied over SZ+, proves the mapping property for B+ SL. The only
complication is that the cutoff function Xi is needed to ensure that X, SL * E
H' (S2+)"; the details are left to the reader.
The jump [B SL *]r is found by applying the formula (6.15) to the func-
tion u = Xi SL 1/r. Indeed, since [u]r = 0 and B: u = B SL 1/', if S2' is an
open neighbourhood of SZ- U r on which X, = 1, then
Pu = -1CJy*'tif - y*[B, SL'+/r]r on S2',
whereas by (6.18),
Pu = y*c/r - JC, y** on S2'.
Thus, [B, SL *1r) = 0, or in other words,
(ilr + [Bv SL if]r, y0)r = 0 for all O E D(R")m,
and so * + [13 SL*]r = 0. All properties of the single-layer potential have

now been established.
To handle the double-layer potential, we choose k > 0 large enough so
that P +X is positive and bounded below on H, '(Q-)'. (Such a ), exists by
Theorem 4.6.) Thus, the Dirichlet problem
(P +))u = 0 on S2-,
(6.21)
y-u=g onr
has a unique solution u E H' (12_)m for each g E H112(I')m, and we can define
the solution operator U : g i-+ u. Recall that this operator was discussed in the
final section of Chapter 4. Let * E D(r)'" and define u e L2(R")"' by
U* on S2-,
u=
to on 52+.
Since Pu = -1Au on Sgt, the third Green identity (Theorem 6.10) gives
u = -AGu + DL[u]r - 1C2u on R",
and since y+u = BV +u = 0,
[u]r = -yU,/r = -z/r and [B,u]rr

so
DL,/r=SLBVU r-u-AGu+K2u onR". (6.22)
The mapping property of XSL and the mapping property (4.38) of B. U imply
that
IIxSLl5 U*IIH'(R")-' -< IIH-"(r')n' <
and by (6.10),
IIx9uIIH2(R'"),,, = II (xcXI)uII CIIU
Thus, the mapping property (4.37) of U gives II X DL II H (sz.+ )m < C II * II H ,n (r)""

The mapping property of y' DL follows at once from (6.20), and we obtain the
mapping property of B DL by again using (6.22):
IIB DL,fIIH-,n(r),,, < JIB' SLB-UiI,IIH-'/2(r),,, + IIB:V'-uIIH (r),,,
+x.IIBv GuII H--n(r),,, + IIBdK2uIIH--n(r)

< CHBu trill H--r_(r),,, + CII(xlQxl)uIIHI(xu),A
+ IIu1IL2(R")m
-< CII*IIH"12(r)," +CII1!IIH'(sz-)-

< CIIiIIHii2(1-)m.
Finally, [Gu]r = 0 because Gu E H2(R), and
[SL By if *lr = 0 and [13 SL 13V U*lr = -Bv U*,
so by (6.22),
[DL,/rlr = -[ulr = * and [13 DL *]r = -Bv U,/r - r

_ -13v u = 0,
proving the jump relations for DL. O
Next, we show that the mapping properties of the surface potentials can be
extended to a range of Sobolev spaces. Note, however, that the results below
are not quite the best possible; see the discussion following the proof.
Theorem 6.12 Fix a cutoff function X E C mp (R'), and assume that -1 <
s<2,
(i) For the single-layer potential, we have
XSL : Hs-1/2(r)m -+ Hs+l(Rrt)m,

ySL : Hs-1/2(r)m --+ Hs+1/2(r)m
(ii) If P satisfies the hypotheses of Theorem 4.25, then the solution operator
for the Dirichlet problem (6.21) satisfies
U : Hs+1/2(r)m -+ Hs+I (Q-) M,
and for the single- and double-layer potentials we have
BV SL : Hs-I/2(r)nn Hs-1/2(r)m,
XDL : Hs+1/2(r)m -+ Hs+l (Qf)M,
y} DL : Hs+1/2(r)m Hs+1/2(r)m,
B DL : Hs+1/2(r)m Hs-1/2(r)m
Proof We prove (i) by generalising the corresponding part in the proof of

Theorem 6.11. Using, instead of (6.20),
y : H-s+l (R1)m _ H-s+ 1/2(r)'n and

H-s-I (Rf)m H-5+1 (r')"', (6.23)
X1JC*X :
we have IIY(XIGX)OIIH-+L/z(r)-, < CII0IIH-f-t(R,,), , and hence
I(XSLXi*,O)I = I(*1 Y(Xig*X)O)rl CII l
To prove (ii), let V : H v be the solution operator for the dual problem
to (6.21):
(P* + A)v = 0 on Q-,

y-v=0 on1.
By Theorem 4.25,
B0U : H3+1/2(r)m
-+ Hs-1/2(r)m and B0V : Hs+1/2(r)m _+ Hs-1/2(r)m,

(6.24)
and also
U : L2(r)m -* L2(0-)m. (6.25)

We choose a number p large enough so that Ix I < p/2 for all x E S2-, and put
Q ={xES2+:IxI<p} and rp={xER":Ixl=p}.

We can assume k is large enough so that P + A is positive and bounded below
on Ho (S2p )"' as well as on H' (Q-)"'. Hence, there is a bounded linear operator
up : H'/2(I')m -a H' (0p)"'
defined by Up +g = u, where u is the unique solution of the Dirichlet problem
(P+A)u = 0 on Qp,
y+u=g onl',
yp u = 0 on l'p,
and yp is the trace map from H' (Q +)R' onto H'/2(l'p)' . Now let g E D(I')"',
and define w E L2 (W)"' by
Llg on S2-,
w= U,g onSZp,
0 on S2+ \ S2p+.
Define u on FP to be the inward unit normal to Q+, and let SLp denote the single-
layer potential on the (disconnected) surface 8S2p+ = F U T. Since [w]rur,, = 0
and
-.kw on c2 ,
Pw = -Aw on S2p ,
0 on S2+\S2p,
the third Green identity (Theorem 6.10) implies that
w = c(-)Aw) - SLp[Bvw]rur,, + Kew on R".
Using (6.25), we see that
119(-Aw) + K2W CIIgwIIH2(n-)., + CIIwIIL2(n-)
<- C II w L2(C2-UQ ),
< CIIUOIIL2(0-)-
III
+CIIU gIIL2(n+)"-
_< CI1811L2(ry <- CIIgI1Hf+-12(r)-
and by part (i) and (6.24),
IISLp[13vw]rur,IlH=+-(n-)- < CII[Bvw]rur,11Hs-1i2(rur,)n'

< C11Bvug11H=-v2(r)" +C11Bvup g1IH.,-!ntrp,1
+C11BvUp giIH=-112(r,) s7
C11911 H=+,n(r),,, .
Hence, IIldgIIH,+i(n-). = 11wIIH.,+-c92-gym < C IIgllH-+-n(F) .
Next, consider the operator B. SL, and let *, ¢ E D(I')m. By the second
Green identity (Theorem 4.4),
((P + )) SL *, Vc)n_ - (SL (P* + A)VO)

_ (Y SL *,13-v V-0) r - (13v SL *, Y VO) r,
and since P SL i/r = -)C1y*i/r and (P* +.l)VO = 0 on S2-, and y-VO _ 0
on r', we see that
(13- SL ti, O)r = (y SL,/r,13- Vcb)r + (r, YKi Vcb)r - X(SLi/r, VO)n-.
Therefore,
I(Bv SLR, o)rl < CIIY SLitIIH.,+w(r) ,s Ilav vOIIH-,--n(r)-

+ CII / II Hf-112trr,l II YKi V-PII H-=+W(r)-
+ CII SL i/rIIL2(n-)N,
CII*IIHs-u2(r)(IIOIIH-,+1i2(t)'' +
and since C II O II H-s+112(r)Hi , the mapping property of 5- SL

follows. We can handle 13+ SL in essentially the same way.
The results for the double-layer potential now follow from (6.22). Indeed,
C11XDL i11HI+I(Wk)"'
CIIxSL13v 4'(Q )" + CIIxullH:+1 (nf)N,

+C11x(KZU - XgU)11H2(R )-
C11Bv U*11H=-112(r)µ +C11U'IIH-+' (n-)-, + C11U11L2(W)
CII II Hs+"n(rr + CIIu*IIH.,+1(n-)- < CIIillH.-u2(ryi,
and
II B: DL II
C1113 SLXivUSGIIHS-1/2(F) + 11B' uIIHs_t/2(r),

+x1IBy9u11L,(r),,, +
CIlB,u*1IH-n(r),,,
CIIfIIH.,+i,z(r),,, + C11* IIHs+-n(r),,,
proving the mapping property for B DL = BI DL. O
The proof of Theorem 6.12 breaks down if s = ±2. In particular, the trace
operator no longer satisfies the mapping property in (6.23); cf. Theorem 3.38.
Nevertheless, it turns out that all of the conclusions of Theorem 6.12 are valid
for - 2 < s < Z , even when the principal part of P is not formally self-adjoint,
as required in Theorem 4.25. However, the proofs for the cases s = ±z are
difficult, and rely on techniques from harmonic analysis. Of course, the es-
timates for s = f2, in combination with the interpolation property of the
Sobolev spaces, yield a proof of the case - z < s < i independent of the one
given above.
A detailed discussion of harmonic analysis techniques for elliptic equations
on nonsmooth domains is beyond the scope of this book. Nevertheless, in view
of the importance of the mapping properties for s = ± , a few pointers to the
i the survey by Jerison
literature may be appropriate. Two useful early papers are
and Kenig [43] on the Dirichlet and Neumann problems for the Laplacian on
a Lipschitz domain, and the study by Fabes, Jodeit and Riviere [21] of the
classical method of surface potentials for the Laplacian on a C' domain. A key
ingredient in [21] is the fact, proved by Calder6n [9], that if F is C' (or even
Lipschitz but with a sufficiently small Lipschitz constant), then the Cauchy
integral defines a bounded linear operator on L2(F). Subsequently, Coifman,
McIntosh and Meyer [11] extended Calderon's result to the case when r is
Lipschitz (without restriction on the size of the Lipschitz constant), after which
Verchota [102] was able to extend the results of [21] to Lipschitz domains. Later,
other elliptic equations were treated, including the Stokes system [221 and the
equations of linear elasticity [17]; see also the survey paper of Kenig [47].
Mitrea, Mitrea and Taylor [68], [69] have only recently treated general strongly
elliptic systems. Further historical and bibliographical details up to 1991 appear
in a monograph by Kenig [47].
In most of these papers, not only the boundedness of the various boundary
operators is of concern, but also their invertibility, a question we shall address
in Chapter 7. Also, estimates of the surface potentials in Sobolev norms on the
domain do not appear explicitly in most cases. Instead, bounds are proved for
the nontangential maximal functions of the potentials and their derivatives, from
which the Sobolev estimates follow; see Jerison and Kenig [43, pp. 62-63], [46,
p. 145] and [44, Theorem 4.1].
When r is smooth locally, we can use the transmission property to show that
the mapping properties in Theorem 6.12 hold also for s > 1. Recall Figure 3
of Chapter 4.
Theorem 6.13 Let G 1 and G2 be bounded open subsets o )I

such that
G 1 C= G2 and G 1 intersects r, and put
92: =G;nQ} and F =G1fl l forj=1,2.

Suppose, for some integer r > 0, that 172 is Cr+1.1, and let
E H-r-2(r)"' and - 2 <s < r + 1.
(i) If*Ir2 E HS-1/2(r2)"', then SLi/ E HS+1(cf)m and
II SL `r II W+I (S2t)n- C II 'Y II H'r-2(r)'n + C II 'Y II H'-1j2(r2)m .
(ii) If 1// Ir2 E HS+112(1'2)', then DL i/r E Hs+' (S2})"' and
II DL 11 H.,+'(o CII'Y
IIH-r-2(r).u + CII*IIH'+112(r2),,,.
Proof. Since the fundamental solution G(x, y) is C°O for x y, we can as-
sume without loss of generality that supp ,/r C= ['3/2i where 1'3/2 = G3/2 n r and
G1 C= G3/2 C G3/2 C= G2. For -Z < s < 2, we can repeat the proof of Theo-
rem 6.12, noting that the mapping properties (6.24) now hold by Theorem 4.21,
so no extra assumptions about P are necessary.
For s = r + 1, part (i) follows from Theorem 4.20 because the single-layer
potential u = SL * satisfies Pu = -K1 y*i/r on 01 with uIS2 E (SZZ
[ulr = 0, [l3vulr, - -VIE Hr+1/2(1')"' and 1Cly*tfi E Hr(S2z )m. We then
obtain (i) for the full range of values of s by interpolation, viewing SL as a
linear operator from HS-1/2(1'3/2)n' into HS +' (S21)"
Similarly, part (ii) follows because if s = r + 1 , then the double-layer po-
tential u = DL1fr satifies Pu = -1C1on S2:L with ui - E H'(S22 )m
Mr, E Hr+3/2(['2)m, (Evulr = 0 and )C113'1/r E Hr(c )m.
Corollary 6.14 Fix a cutoifunction X E C mp(R"). If the whole of IF is Cr+1.1
for some integer r > 0, and if -? < s < r + 1, then
X SL : Hs-1/2(r)m Hs+1(cf)m and X DL : Hs+1/2(r)m -+ H5+1(Qt)m.

Duality Relations 211
Duality Relations
Recall from (4.30) that the first Green identity for S2} takes the form
(D±(u, v) = (Pu, v)n* + (BV 'u, Y}v)r,
and from (4.31) that we have also the dual version
I}(u, v) = (u, P*v)nt + (Y}u,13v v)r. (6.26)
Let f t E H-i (S2})"', V E L2(R")m and v} = vjc E HI (SZ})"', and suppose

that
P* v} = f t on Sgt.
Putting f = f + + f - E H-` (R")"', and arguing as in Lemma 4.19, we find

that
(P*v, ) _ (f, ') + ([ulr, for O E D(R")"',
or in other words,
P*v = f + 13*[v]r - Y*[8pvlr on R", (6.27)
which is the dual version of (6.15).

Recall from Theorem 6.7 that G* is a parametrix for P*. Indeed, if ICI and 1C2
are as in (6.4), then
P*9*u = u -1C2u and 9*P*u = u -1Ciu. (6.28)
Accordingly, we define SL and DL, the single- and double-layer potentials

associated with P*, by
SL = G*y* and DL = G*13*.
Assuming that v has compact support, we may apply g* to both sides of (6.27),
and obtain another version of the third Green identity,
v = 9-f + DL[vlr - 1Ci v on R"; (6.29)
cf. Theorem 6.10. The definitions of SL and DL mean that
(SL Yg0)r and (DL i/r, 0) Bu b)r for q5 E D(R")"',

and we see that for x E 1W' \ r,
SL VI (X) = jG(y,x)*lfr(y)dcry (6.30)
and
DLVr(x) = f [Bv,yG(y, x)]*lIr(y) day; (6.31)
cf. (6.16) and (6.17). Theorems 6.11-6.13 on the jump relations and mapping
properties of SL and DL carry over in the obvious way to SL and DL, with 13,
taking the place of B,,; thus,
[SL,*i]r = 0 and [Br, SL,f ]r for* E H-'/2(r)n,

and
[DL ik]r = * and 0 for* E HI/2(r)m
We remark that if P is formally self-adjoint, then 1(9 + G*) is a self-adjoint

parametrix for P, which means that g can be chosen to satisfy g* _ g. Obvi-
ously, in this case SL = SL and DL = DL.
The traces of the single-layer potentials SL and SL satisfy the following
duality relation.
Theorem 6.15 If E H-1/2(r')"1, then
(Y SL*, Or Y §L Or.
Proof. Fix a cutoff function X E D(R") with X = 1 on a neighbourhood of
r. The operator XC*X : H-1(R")m -> H1(R")m is the adjoint of XcX :
H-I(R")"' -+ H1(111;")m, so, noting that
y : H1(]Rn)m -4 H1/2(r)m and y* : H-I/2(r')"' -+ H-1(1[8")m,
we have
(y SL*, O)r = (XGXY*4,, Y*c) = (Y* . Xc*XY*,) = (9/r, Y SLO)r.

0
The next lemma will help us to relate the trace of the double-layer potential
and the conormal derivative of the single-layer potential. The functions KI and
K2 are the kernels of the smoothing operators 1C1 and K2 in (6.4).
Duality Relations
Lemma 6.16 Suppose U E D(R")"', and put i/r = yu. If X E c2±, then
±DL i/r(x) = b ( G )*, u) + fn K 2 y)u(y) dy
=f [G(x, y)Pu(y) + K2(x, y)u(y)] dy
and
±DL* (x) = u)+f K,(y,x)*u(y)dy
= j [G(y, x)*P*u(y) + Ki(y, x)*u(y)] dy

Proof. Taking u = Sx in (6.28), we see that P* G (x, )* = Sx - K2 (x, )* on R".
Thus, for X E cZ±, the first Green identity gives
u)n ± (x, r=
VF(G(x,')*,
-(K2(x, u)
= (G(x, )*, Pu),, ± (G(x, )*,
We see from (6.16) and (6.17) that
(G(x, )*,13vu)r = and DL *(x),
proving the formulae for ± DL * (x). The formulae for ± DL * (x) follow in
the same way, because x) = Sx - KI (., x) on W. 0
Theorem 6.17 Suppose U E H' (R")'", and put * = yu E Hh/2(1')"'.
(i) For -0 E H-1/2(10"',
ytDLi/r)r = u) + (Kzy**, u)n = f(l3 SLR, +/r)r

and
±(O, y} DL1r)r = u) + u)nc = ±(l3 SL 4r, )r

(ii) For 0 E H1/2 (ryn'
±(-0, By DL*) r = (P =F (D L 0, u) + (1C2Bv0, u)c _ ±(Bv DL 0, r)r

and
Ci u) + u)si$ _ +(B DL¢, )r

Proof Theorem 6.3 implies that ayk G(x, y) is locally integrable on R" for 1 <
k < n. Hence, the function x H c1 (G (x, )*, u) is continuous on R", and we
can show that
¢*(x)(D:F (G (x, )*, u) dcx = (SLq5, u).

Jr
For instance, the first of the three terms arising from the definition of '-F is
fr
O(x)* f (AJk(y)aykG(x, y)*)*a,u(y)dyd6x
7T
= f ayk (fr G(x, y)*O(x) ddx)*A;k(y)8;u(y) dy

(AJkak SLO)*aJu dy.
QT-
Thus, by Lemma 6.16,
Y}DL )r = u) + fr O(x)* frt$

K2 (x, y)u(y)dydrx
u) + zf (fr K2(x,
y) (x) dax)*u(y) dy
_ (D'(SL0, u) + (1C2* Yu)
and the first Green identity (6.26) gives
I (SL 0, u) _ (P* SL 0, u) ± (Bv SL yFu)r

-(K*Y*4, u)nr ± (I3 SLR, )r,
proving the first half of part (i); the second half holds by a similar argument.
To prove part (ii), we use the second formula for DL f in Lemma 6.16,
followed by part (i) and the first Green identity. Indeed,
-±(O, B± DL Or = ±(O, By fr O(x)*B..X f {

[G(x, y)7'u(y)
+K2(x, y)u(y)] dydo,

_ ±(Y DL (DLO, Pu)nT + u)
u) + (K2B*0, u)cc,
and since P* DLO = -K2B*o on Q:F, another application of the first Green
Exercises 215
identity gives
(DI(DL0, u) + (1C*B*O, u)s = ±(13v DL 0, 1G')r
The second half of part (ii) is proved in the same way.
Exercises
6.1 With the notation of Theorem 6.3, show that if P* = P, then G1 = 0.
6.2 By thinking of G (y, x)* as a parametrix for P*, we can apply Theorem 6.3
to obtain an expansion
N
G(y, x)* = E G;(x, x - y) + RN(x, y),
i=o
where the Gj have the obvious properties. Show that Go (x, z) = Go (x, -z)*.
6.3 Here is another way of deriving the jump relations for the single- and
double-layer potentials, assuming that the basic mapping properties of
Theorem 6.11 are known.
(i) Show that if * E H-1/2(I')"' and u = SL *, then
([ulr, By ')r = ([Bvul r + i/r, Y0)r for 4b E D(R")
[Hint: use Lemma 6.9 in combination with (6.18) and (6.19).]

(ii) Show that if 1/r E H1/2(r)"' and u = DL i/r, then
([ulr - ", B4)r = ([Bvulr, Y')r for O E D(W)"(iii)
Assume that S2- is C2. Show that if f c- H1/2(F)"' andg E H-1/2(F)"'

satisfy
(f, By ')r = (g, YO)r for 0 E D(R")"`,

then f = 0 and g = 0. (Hint: Since D(][8")"' is dense in H 2 (W)"', we
can use a C2 coordinate transformation to reduce to the case 0:1- _
Rt. For r7l as in Lemma 3.36, if 0 E D(R"-1)"' and 0 = rill/r, then
y¢ = 0 and 9,0 = Costabel [14, Lemma 3.5] gives a proof
for Lipschitz domains.]
6.4 Fix a cutoff function X E C mp(1R"), and show that
X DL : Ha-1/2(F)' -* Hs(]R')"' for-! < s < 2.

[Hint: adapt the proof of Theorem 6.12 (i).]
6.5 Let the hypotheses of Theorem 6.13 be satisfied, and suppose that f I E
H- (S2±)"' with f+ having compact support. As in Lemma 6.9, we put
f = f + + f - E H-' (R")"', and note that 9f E H101c (R")"' by (6.10), and
[9f ]r = 0 by Exercise 4.5.
(i) Show that f ]r = 0 if f E L2(IR")
(ii) Prove regularity of the volume potential up to the boundary: if f 11 st2 E
HT (S22 )'", then 9f" E Hr+2(E2 :)"' and
II9fIIIHr+2(n')m < ClIfIII+ GIIfIIH,«z,,,,.

[Hint: use Theorem 4.20.]
Boundary Integral Equations
Using the properties of the surface potentials established in Chapter 6, we can

reformulate boundary value problems over the domain n- or S2+ as integral
equations over the boundary F. To describe these reformulations, we begin by
defining four boundary operators (three if P is formally self-adjoint) in terms
of traces and conormal derivatives of surface potentials, and by showing how
to write them as integral operators, in some cases with non-integrable kernels.
Next, the pure Dirichlet and Neumann problems for the interior domain St-
are shown to be equivalent to boundary integral equations of the first kind, for
which the Fredholm alternative is valid. The case of mixed boundary conditions
is more complicated, because one obtains a 2 x 2 system of integral equations.
We establish the Fredholm alternative for this system only when P is formally
self-adjoint. The next section treats exterior problems, i.e., boundary value
problems for the unbounded domain Q+. In such cases, a suitable radiation
condition must be specified, to force appropriate behaviour of the solution at
infinity. Finally, we study regularity of the solution to the integral equation
when the surface and the data are suitably smooth (at least locally).
Throughout this chapter, G is always a fundamental solution (not just a
parametrix) for P, and we implicitly assume whenever P is formally self-
adjoint that G(y, x)* = G(x, y).
Operators on the Boundary

Recall from (6.16) and (6.17) that the single- and double-layer potentials asso-
ciated with P are given by
SL*(x) = (x, y) f(y) da,,,

Jrr
DL *(x) = f[&).G(x, y)*]*fr(y) do,
217
218 Boundary Integral Equations
and recall from (6.30) and (6.31) that the ones associated with P* are given by
SL 1/r (x) = jG(y,x)*1fr(y)day,

(7.2)
f[13L,yG(y,x)]*1/i(y)day,
DL 1/r (x) =
for x E W \ r. We will see that all traces and conormal derivatives of these
potentials can be expressed in terms of four boundary operators, namely
R = -B, DL : H1/2(r )m - H-1/2(r)m

S = ySL : H-1/2(r)m -* H1/2(r)m,
(7.3)
T = y+DL +Y-DL: H1/2(r)m H1/2(r)m,
T = y+ DL + y- DL : H112(r)m - H 1/2(r)'".
These mapping properties were proved in Theorem 6.11. (The reader may now
wish to turn to the first section of Chapthr 8 and look at the explicit forms
for R, S and T in the simplest and most familiar case, i.e., when P = -A.)
The duality relations in Theorems 6.15 and 6.17 show that the adjoints of the
operators in (7.3) are given by
R* DL : H1/2(r)m -.. H-1 /2(r)m,
S* = ySL : H-112(r)m -+ H1/2(r)m,

(7.4)
T* = B+ SL +BV SL : H-1/2(F)m H112(r)m,
T* = BV SL +B SL: H-112(I-)m H-112(r)n.
From the definitions above, and the jump relations in Theorem 6.11, we
obtain the following expressions for the traces and conormal derivatives of the
single- and double-layer potentials:
ySL* = S1/r, ySL1/r = S*1/r,

B: SL 1/r = 1(+1/r+T*1/i), SL 1r = 1(+1/r+T
(7.5)
y} DL 1/r = (f1* r + T1/r), y± DL 1(r = '-2 (f1/r + T>/r),
Z
B DL 1/r = -R1i, B DL 1/r = -R*1/r.
If the partial differential operator P is formally self-adjoint, then
SL = SL, DL = DL, B, = B,,, T = T, S* = S, R* = R,

Integral Representations 219
and so the eight relations in (7.5) reduce to four:
ySL i/r = Si/r. Y-1 DL ,/r = 1(f,' + T*),

13:' SL l/r = Z (::F* + T**), 13, DL 1/r = -R*.
Theorem 6.12 implies at once that the mapping properties in (7.3) and (7.4)
extend to a range of Sobolev spaces as stated in the theorem below. Note,
however,'our discussion of the end-point cases s = ±1 following the proof of
Theorem 6.12.
Theorem 7.1 For -1 < s < Z,
S: Hs-1/2(r)en - Hs+1/2(r)m and S* : Hs-1/2(r)m -+ H$+1/2(r)m ,

(7.6)
and if P satisfies the assumptions of Theorem 4.25, then
R Hs+1/2(r)m Hs-1/2(r)m, R* : Hs+1/2(r)m -+ Hs-1/2(r)m,
T Hs+1/2(r)m Hs+1/2(r)m, T* Hs-1/2(r)rn -* Hs-1/2(r)n', (7.7)

Hs+1/2(r)m, T* : Hs-112 (nn,
T : Hs+1/2(r)m Hs- 1/2(r)ln.
For smooth domains, a larger range of values of s is allowed; cf. Exercise 7.8.
Theorem 7.2 If r is Cr+1.1 for

same integer r > 0, then the mapping properties
in (7.6) and (7.7) hold for -r - 1 < s < r + 1.
Proof The mapping properties for 0 < s < r + 1 follow from Theorems 6.13
and 3.37. We then get the estimates for -r - 1 < s < 0 by duality.
Integral Representations
We shall now derive integral representations for each of the eight boundary
operators in (7.3) and (7.4).
For p > 0 and x E R", let B,, (x) denote the open ball with centre x and
radius p. If n > 3, then, by Theorem 6.3, the leading term Go in the homoge-
neous expansion of G has degree 2 - n. If n = 2, then Go contains a logarithm.
Consequently,
CE for Z E IR" and n > 3,

IG(z, y) I dvy <
rnB, (X) CE (1 + I log E I) fort E B, (x) and n = 2,
and it is easy to see that if, say, * E L,, (r)n`, then
Sr(x) = J G(x, y)if(y) day and S*Vr(x) = G(y, x)*l/r(y) da,,

J
(7.8)
for x E F. Hence, S and S* are integral operators on F with weakly singular
kernels. To handle the other six boundary operators, we define
,,*(x) = 2 fr [ B&.yG(x, Y)*]*f(Y) day,

\B,(x)
T, **(x) = 2f \B,(x) B,.xG(Y,x)*y+(Y)day,

TE(x) = 2 / [Bv,yG(Y, x)]**(Y) day,
r\B,(x)
TEr(x) = 2 J Bv.., G(x, Y)l(Y) day,

r\Be (x)
REik (x) = - f Bv,x[Bu,yG(x, Y)*]**(Y) day,

\B,(x)
R:f(x) = - f Bv,x[Bv,yG(Y,x)]* (Y)day;

\B, (x)
cf. the integral formulae for the single- and double-layer potentials given in (7.1)
and (7.2). Recalling the definition of By from (4.3) and (4.4), and the definition
of By from (4.5), we see that the kernels of the last six integral operators above
are given explicitly as follows:
2[B,,,G(x, y)*]* = 2[an+kG(x, Y)Akj(Y) + G(x, y)Aj(Y)]vj(y),

2Bv,xG(y, x)* = 2[an+kG(Y, x)Akj (x) + G(y, x)Aj (x)]*v j (x),
2[Bv,yG(y, x)]* = 2vj (Y)[Ajk(Y)akG(Y, x)]*,
2Bv,xG(x, y) = 2vj(x)Ajk(x)8kG(x, y),
(7.9)
-Bv,x[Bv,yG(x, y)*]* _ -vj(x)[Ajk(x)akan+nnG(x, y)Anr1(Y)]u1(Y)
- vj (x)[Ajk(x)akG(x, y) Al (y)] vi (y),
-Bv.x[Bv,yG(y, x)]* = x)A,,,1(x)]*vl(x)
- vj(Y)[Ajk(Y)akG(Y, x)Al(x)]*vl(x).
Here, we have used the summation convention, and note that
an+kG(x, y) = a),,. G(x, y).

In general, the six kernels in (7.9) are all strongly singular on the (n - 1)-
dimensional surface F, because the leading term in the homogeneous expansion
of VG is of degree 2 - n - Ia I.
To investigate what happens as e .0, suppose that SZ- is given locally
by x < (x'), and define the directional derivative
(x,
+ t h') - (x')
d (x', h') = lim
tlo t
For X E F, i.e., for x _ (x'), we shall say that r is uniformly directionally

differentiable at x if
(x' + h') _ (x') + h') +o(Ih'I) as Ih'I - 0. (7.10)
Note that h') is homogeneous of degree 1, but not necessarily linear,

in h'. In order to state our next theorem, we define two subsets of the unit
sphere §n-1 c lf8n
T+(x) = {ro E S"-' : w > '

co))
T -(x) = [co E S"-' : w < d )j.
In the simplest case, when is differentiable at x', we have h') = h'

grad (x'), and so by (3.28),
T±(x)={wES"-1:±v.v(x)>01. (7.11)
Theorem 7.3 Letx E F, suppose that r is uniformly directionally differentiable

at x, and define
af(x) = f an+kGo(x, w)AkJ(x)wJ du ,

a(x)
a}(x) = fTT- (.x)

8,,+kGo(x, -w)*A jk(x)wj dw,
where Go(x, x - y) is the leading term in the homogeneous expansion of

G(x, y). For* E D(IP)',
y" DL * (x) = ±a t (x) i/i (x) + E0 2 TE r (x),
y} 5L *(X) = fa}(x)1(x) + E O 2T (x),

and so
Ti/r(x) = [a+(x) - a-(x)l ii(x) + TEf(x),

Elm
T*(x) = [a+(x) - a-(x)l W (X) + li TE'(x)

o
Proof Suppose 11r = yu where u E We know from Lemma 6.16 that
y+DL*(x) = f r\B.(x)(G(x, .)*3 u),
and since P*G(x, )* = 0 on UT \ BE (x), the first Green identity gives
1012R\B,(x)(G(x, ), u) = 1TE1/f(x) + f day,

2 naBE(x)
where v is the outward unit normal to S2- \ BE (x) and the inward unit normal
toSZ+\BE(x).Suppose y E c flaBE(x)andputy = x + Ew, where co E Sn-1
Observe that v(y) _ +W, so by (7.9) andTheorem 6.3,
[8v,yG(x, y)*]* _ [an+kG(x, x + EW)Akj(X + E(0)

+ G(x, x +EW)Aj(x + EW)](+Wj)
O(1 + I)logEI) ifn=2,
+an+kGO(x, -EW)Akj (X)&)j +
10(6 Z-" ) if n > 3.
Now put
T,±(X) = (W E S" :X+EWES2}},
so that, noting an+kGO(x, -z) = -an+kGO(X, z),
[Bv,yG(x, y)*]*u(y) day

fna B, (x)
=+ f Taxan+kGO(X, EW)Akj(x)WjU(X + Eco)e' ' dW
+O(E(1+IlogEI)) ifn =2,

(7.12)
1 O(E) ifn > 3.
Since an+k Go (x, z) is homogeneous in z of degree 1-n, and since (7.10) implies
that
ma ([ }(x) \ l E (x)l U[ 1 E (x) \ T (x)l J= 0,

A
E
we see that
lim] [13,,,yG(x, y)*]*u(y)day =+a+(x)Vr(x),

40 S2T-naBEcx)
giving the formula for y t DL * (x). The expression for T * (x) then follows
immediately from the definition of Tin (7.3).
The formulae for y± DL *(X) and T >/r (x) follow by a similar argument, with
the help of Exercise 6.2.
When I' is sufficiently smooth, the preceding results for T and T simplify,
and we can deal with the other four boundary operators; cf. Theorem 5.23.
Theorem 7.4 Let X E I' and Mfr E D(P)"'.
(i) If I' has a tangent plane at x, then
Tif(x) = lim TE* (x) and T*(x) = limTEl/r(x).

CIO CIO
(ii) If r is C1,'` (with 0 < µ < 1) on a neighbourhood of x, then
T*l/r(x) = 1imTE Vr(x) and T**(x) = 1imTEi/r(x).

E40 CIO
(iii) If r is C2 on a neighbourhood of x, then
Ri/r(x) = f.p. RE1/r(x) and R*1/r(x) = f.p. RE*(x).

CIO
Proof. Since a"+kGo(x, -cv) = w), and since TI(x) is given

by (7.11), we see that a-(x) = a+ (x) and so TEi/r(x) -* T i/r(x). In the same
way, a+(x) = ii-(x), so T,1/r(x) -+ Ti/r(x).
Part (ii) follows from part (i) because, cf. (7.12), the combination
(y)*]
B,,,xG(y, x)* + 13,,,yG(x, y)* = [vi (x)Akj(x)* - vj (y)Aki
x a"+kGo(x, x - y)*
J 0(1+lloglx-yil) ifn=2,
+
1 O(Ix - y12-") if n > 3,
= O(Ix - you+1-n)
is only a weakly singular kernel on F, and [13,,,yG(x, y)*]* is the kernel of T.

We now deal with the hypersingular operators. By Lemma 6.16,
R,f (x) = -BL DL * (x) = -B' SLBvu(x) Em([X3v,.,G(x, )]*, Pu),f ,
where S2E = Sgt \ BE (x). Since P* [Bv x G (x, )]* = 0 on S2E , the second Green
identity (Theorem 4.4) gives
+([13v,xG(x, .)]*, Pu)n = -(Bv[Bv,xG(x, )]*, Yu)a,E

*
+ ([B.,,xG(x, .)] Bvu)a52, .
From (7.9), we see that

')]*,
-(Bv[Bv,xG(x, yu)anz = RE1f(x)
Y)*]*u(Y)
± Bv,x [Bv,yG(x, day
SEtnaBf(x)
and
([Bv.xG(x, )]*,Bvu)asa{ - (x)

B,,,xG(x,Y)Bvu(Y)dory,
where v(y) is the outward unit normal to BE(x). Thus,
Rilr(x) = 2 [::FBvu(x) + T*Bvu(x)] + im(REf(x) + *Bvu(x)

CIO 2T
fJ B, (x)
{Bv,x [Bv.yG(x, Y)*]*u(Y)
- A xG(x, y)Bvu(Y)} derv I, (7.13)
and by arguing as in the proof of Theorem 7.3 and noting that Go (x, -(0) _
co), we find that
B,,,xG(x, y)B,u(Y) dcy

S2 naBE(x)
f (x)
vj(x)Ajk(x)8kG(x, x + Ew)wl8lu(x + Ew)En-1 dw.
Differentiating the expansion in Theorem 6.3 with respect to x, one obtains

as the leading term x - y), and since z) is odd and
homogeneous of degree 1 - n as a function of z, we have
Bv,xG(x, y)13vu(y) day,

S2+naBf(x)
=
-2 1
I wI-1
Vj (x)Ajk(X)a.+kGo(X, w)a,u(x)wl do) + 0(E).
Hence, taking the average of the + and - expressions for Ri/r(x) in (7.13), we
are left with
1
R,/i(x) = lim RE*(x) + 13V,x[ VyG(x, y)`]*it(y) day
L-naBEx )
1 * 1
Bv,x[9v.YG(X,y)*]u(y)da,,
2 L+fl8B2 (x)
In view of Theorem 6.3 and (7.9), if we let u,,,l(y) = A,,,,(y)u(y) and ul(y) _
A,(y)u(y), then
y)*]*u(y)
-,Bv,x[Bv.YG(x, = vj(x)Ajk(x)[an+kan+,nGO(x, x - y)un:l(x)
+ akan+1GO(x, x - y)umt(X)
+ an+kan+mG1 (x, x - y)unsl (X)
an+ka,,+mGo(x, x - y)8pum!(X)(yp - xp)
- an+kGO(X, x - y)u!(x)]vl(y)
+ 0(jx - y12-',).
For the leading term, we apply Exercise 7.2 with f (w) = Go (x, -w)
Aml(x)wl to obtain
f i naBf(x)
an+kan+mGo(x, x - y)v!(y) day
=E 8n+kam+kG0 (x, w)wl do) + 0(e).

fT-(x)
Each of the remaining strongly singular terms in the integrand has the form
f (x, x - y), where f (x, z) is even and homogeneous of degree 1 - n as a
function of z. Since
lim J f (x, x - y) day: = f (x, co) dw,

e10 S2{naBE(.r) JT'(x)
the contributions from T+(x) and T- (x) cancel, and part (iii) follows.
The Dirichlet Problem
We now show how the single- and double-layer potentials allow a pure Dirichlet
problem to be reformulated as a boundary integral equation of the first kind with
a weakly singular kernel.
Theorem 7.5 Let f E H-1(S2-)m and g E H1/2(f')"'.

(i) If U E H '(Q-)' is a solution of the interior Dirichlet problem
Pu = f on St-, (7.14)
y-u = g on 1',
then the conormal derivative * = BV _U E H-1/2(F)m is a solution of the

boundary integral equation
Sl/r = (g + Tg) - y9 f on r, (7.15)

2
and u has the integral representation
u=Gf -DLg+SLi/r on Q-. (7.16)
(ii) Conversely, if ilr E H-112(1F)m is a solution of the boundary integral

equation (7.15), then the formula (7.16) defines a solution u E Hi (l-)"'
of the interior Dirichlet problem (7.14).
Proof As in Theorem 6.10, we view f as a distribution in H-'(R)' with

supp f C 52--; cf. Theorem 3.29 (ii).
Suppose that u E H1(Q-) satisfies (7.14), and define u = 0 on the exterior
domain Q+. Applying Theorem 6.10, we obtain the representation formula,
u=Gf -DLy-u +SLB.u on Q-, (7.17)
and then by (7.5),
y-u = y9 f - (-y-u + Ty-u) + SB- u on F.

i
Part (i) now follows from the boundary condition y-u = g.
To prove (ii), suppose that i/i E H-112(I')m satisfies (7.15), and define u
by (7.16). The mapping property (6.10) of the volume potential, together with
those of the surface potentials given in Theorem 6.11, imply that G f , DL g and
SL i/r all belong to H1(Q-), so u E H1(SZ-)m. By (6.2), we have PG f = f
on lR", and by (6.19), we have P DL g = P SL 0 on SZ-, so Pu = f
on Q-. Finally, y-u = g by (7.5).
The next theorem shows that the boundary integral equation (7.15) satisfies
the Fredholm alternative; cf. Theorem 2.33. The method of proof was first
The Dirichlet Problem 227
used by Nedelec and Planchard [76], [74], Le Roux [56], [57], and Hsiao and
Wendland [42], for the case when P is the Laplacian. These authors were
all concerned with error estimates for Galerkin boundary element methods,
in which context positivity up to a compact perturbation is of fundamental
importance for establishing stability.
Theorem 7.6 The boundary operator S = y SL admits a decomposition
S=So+L,
in which So : H-1/2 (r)m - H1/2(r')m is positive and bounded below, i.e.,
Re(So*, Or ? CII IIH-1n(r)for* E H-1/2(r)m,
and in which L : H-1/2 (r')m -+ H 1/2 (r)m is a compact linear operator. Hence,
S : H-1/2(r)m -) H1/2(r')m
is a Fredholm operator with index zero.
Proof. Put u = X SL i/r and v = X SL 4), where 0 E H-1/2(r)" and

X E C mp(R") is a cutoff function satisfying X= 1 on a neighbourhood
of S2-. Since Si/r = yu and 4 _ -[Bp,v]r, and since Pv = 0 on Q-, the first
Green identity implies that
(SQL, fi)r = (yu, By v - By v)r = 'Do- (u, v) + Dn+(u, v) + (L1', 4))r,
where
(L1l, 4))r = -(u, Pv)o+. (7.18)
We have [u]r = 0 so u E H 1(R")m, and hence the strong ellipticity of P

implies that
Re (Do- (u, u) + Re (Dsy+ (u, u) = Re OR,. (u, u) ? C II U II h l (R,,),,, + (L2i, Or,

(7.19)
where
(L2l,10)r = -C(u, v)R,,. (7.20)
Furthermore,
II IIH-,ncr)y = IIBV u - By uIIH-"n(r)'" < CIIuIIHI(R),-,

so if L = L 1 + L2 and So = S - L, then So is positive and bounded below,
as required. By Theorem 3.27, to show that L : H-1/2(r')"' -+ H112(r')'" is
compact, it suffices to show that
L: HE-1(r')"' -* H1-E (F)"'

is bounded for 0 < E < 1. In fact, 1 has the form
L
L1ifr(x) = f K1(x, y)*(y)dory,
r
where K1 is C°° on a neighbourhood of r x F, because G(x, y) is C°O forx # y,
and Pv has compact support in SZ+. To deal with L2, we apply the Cauchy-
Schwarz inequality and obtain
I(L2f,' )rl < CIIuIILZ(R"")"IIVIILZ(R")"'
By the mapping property of the single-layer potential in Theorem 6.12,
Ilu1ILZ(R")nr < CllullH'+112(Rn)", < CIIfIIH'-I(r)",
so
I(L2i,')rl <- CII1IIHI-1(ry"
and hence IIL21IIH1-'(r)'" < C11*11HE-1(r)"' 0

Applying the Fredholm alternative to the boundary integral equation (7.15),
we see that a solution exists if and only if
(i(g + Tg) - Y9 f, Or = 0 (7.21)
for every solution 0 E H-1/2(F)of the homogeneous adjoint equation

S*q =0. Every such 0 has the form 0 = 9,v where v E HI (Q-)' satisfies
P*v=0 on Q-,
y-v=0 onF,
and since (g + Tg) = g + y- DL g, the condition (7.21) is equivalent to
2
(g, B,,v)r = (y [Gf - DLg],gv v)r
= O (G f - DLg, v) by (6.26), since P*v = 0,
= (P[c f - DLg), v)Q_ since y-v = 0,
= (f, On-,
The Neumann Problem 229
which is the same as the condition obtained in Theorem 4.10 for solvability of
the (pure) Dirichlet problem.
The Neumann Problem

The pure Neumann problem can also be reformulated as a boundary integral
equation of the first kind, but this time the kernel is hypersingular.
Theorem 7.7 Let f E H-1 ($Z-)"' and g E H-1 /2(F)'".

(i) If U E H 1(Q-)'" is a solution of the interior Neumann problem
Pu = f on Q-, (7.22)
B.u =g on r,
then the trace i/r = y-u E H 1/2 (F)"' is a solution of the boundary integral
equation
R,/r 2(g-T*g)-B-9f on l', (7.23)
u = G f - DL i/r +- SL g on St-. (7.24)
(ii) Conversely, if* E H1/2(F)' is a solution of the boundary integral equa-

tion (7.23), then the formula (7.24) defines a solution u E HI (Q-)"' of the
interior Neumann problem (7.22).
Proof. Essentially, one repeats the proof of Theorem 7.5, interchanging g and*,
and taking the conormal derivative of the Green representation formula (7.17),
instead of its trace. In fact, by (7.5),
B-u =B-9f +Ry-u+2(B-u+T*B-u) on F,

giving (7.23). 0
Next we show that the Fredholm alternative is valid for the boundary integral
equation (7.23). As in the proof of Theorem 6.12, we use the notation
SZP = {x E Q+ : lxi < p} = n+ n BP, (7.25)
where the number p is large enough so that IxI < p/2 for all x E 0-. The
argument below follows a similar pattern to the one for the Dirichlet problem
(Theorem 7.6).
Theorem 7.8 If P is coercive on H 1(S2-)' and on H' (Q+)"', then the boundary
operator R = -B DL is coercive on H1/2(I')"', i.e.,
Re(R*, O r ? cII*IIHI/2(r)- for 1/1 E H1/2(r)m.
Hence,
R : H1/2(r)'" --* H-1/2(r)m
Proof Let * and 0 belong to H 1/2 (r)' and put u = X DL Vr and v = X DLO,
where X E C o ,P(R") is a cutoff function satisfying X= I on a neighbourhood
of S2-, with supp X Cc B,,. Since R1/r = and 4) _ [yv]r, and since Pu = 0
on n-, the first Green identity implies that
(Ri,r, 4))r = (-Bu, y+v - Y_Or = (Du-(u, v) + c0P (u, v) + (L,*, 4)r,
where (L1*, 0) r = -(Pu, By hypothesis,
Re On-(u, u) + Re Z +(u, u) ? c(IIu1IHI(Q-),,, + (L2'cr, Or,
where (L2*, Or = -C[(u, v)Q- + (u, v)QP ], and we have
II IIY+u - Y-uIIH112(r)< C(IIuIIHl(n-),,, + IIuIIH(9 ),,,).
Hence, if we put L = L, + L2 and Ro = R - L, then
R = Ro + L and Re(Ro'1G', Or ? cII IrII for ir E H1/2(1')"'.
To complete the proof, we will show that
L : H-1/2(r )m --* H1/2(r)m

C11
is bounded, and so I (L iG', fir') r I S
1G II H-l /2 (r),n < C II * II L2 (r),,, In fact, since
L, is an integral operator on F whose kernel is C°° on a neighbourhood of r x r,

it suffices to consider L2. By the Cauchy-Schwarz inequality,
I (L2'cr, fi)rI < C(IIuttL2(Q-)H,IIvIIL,(sz-)'N + IIuIIL2(c1P)m IIVIIL2(oP)-n),
and by the mapping property of the double-layer potential in Exercise 6.4,
II L2(Q+)m < CII *11 H--n(r)m,

Mixed Boundary Conditions 231
so
I(L2J, Orl < CIIiIIH-I12(r)m1IOIIH-w(rr,,
and hence lIL2*IIHI/2(r)", < CII
Mixed Boundary Conditions

Elliptic problems with mixed Dirichlet and Neumann boundary conditions can
be reformulated as 2 x 2 sytems of boundary integral equations. As in Chapter 4,
let
r=rDunurN
be a Lipschitz dissection of the boundary. We write
SDDI _ (S!)Iro and TN*D'k when supp 1 c rD U n,
and
RNN* _ (Rf)IrN and TDNr _ (T')Iro when supp'k rN U II.
It follows from (7.3) that, at least for s = 0,
SDD : Hs-1/2(rD)m Hs+112(rD)m, TND : Hs-1/2(rD)n1 Hs-1/2(rN),n,

RNN : Hs+1/2(FN)m Hs-1/2(FN)" TDN Hs+1/2(rN)m -+ Hs+1/2(rD)m;
,
cf. Theorems 7.1 and 7.2.
Theorem 7.9 Let f E H-1(0-)'n, gD E H1/2 (I'D)' and gN E H-1/2(1 N)",

and consider the mixed boundary value problem
Pu= f on Q-'
Y _U = gD on rD, (7.26)
BV -U = gN on rN.
Extend the Dirichlet and Neumann data to the whole of r, in such a way
that gD E H1/2(r)' and gN E H-112 (l'), and define hD E H 1/2 WD)... and
hN E H-1/2(FN)m by
hD = (gD + TgD) - SgN - Y9f on rD,

2
hN = Z(gN-T*9N)-RgD-,Q;9f onrN.
(i) If U E H' (S2-)"' is a solution of (7.26), then the differences
Y/D =By U - gN E H-1/2(rD)m and y'N = y U - gD E H1/2(rN)m
satisfy
SDD -'TDN *D hD
(7.27)
['-i T
NND RNN *N hN
-DL(+/rN'+'gD)+SL(>/rD+gN) on Q_- (7.28)
(ii) Conversely, if E H-'/2(1'D)" and N E H1/2(FN)m satisfy the system

of boundary integral equations (7.27), then the formula (7.28) defines a
solution u E H' (S2-)"' of the mixed boundary value problem (7.26).
Proof. Let U E H' (r)"` be a solution of (7.26). Since B. u = 1'D + gN and

y-u =>/rN+gD,weseefrom (7.17)that
u = 9f - DL( *N + gD) + SL( *D + gN) on Q-,
and since u satisfies the boundary conditions, *D = 0 on 1'N, and =0

on 1'D. Hence, by (7.5),
gD = y u = yGf - 2 (-gr + TDN*N + TgD) + SDD7GD + SgN on FD,
and
gN = BV u = B-9f + RNN*N + RgD + 2 + TND 1rD + T*gN) Of IN,

(gN
giving
SDDY'D - 2TDNYN = (gD +TgD) - SgN - yCf on rD,

2 TND*D + RNN1N = 2 (gN - T*gN) - RgD - 5; g f on I'N,
which is just the 2 x 2 system (7.27). This argument proves part (i).
Conversely, suppose that V'D E H1/2(rD)"' and *N E H-'/2(I'N)m sat-
isfy (7.27). By (6.10) and Theorem 6.11, the equation (7.28) defines a func-
tion u E H' 02-)'", and obviously Pu = f on S2-. Finally, by working back-
wards through the calculations above, we see that y-u = gD on I'D, and
;t3; u = gN on 1'N, proving part (ii).
Mixed Boundary Conditions 233
By putting
1
SDD -2TDN nb [*D] h=
hD
A= IT* Y *N hN
2 ND RNN
we can write the system (7.27) as
AO =h,
and by putting
(0, O)rDxrN = (1kD, OD)r0 + (*N, ON)rN,
we have
(A/, 0)roxrN = (SDD*D, OD) rD - I(TDNfN, IOD)rD

+ 2 (TNDtD, ON)rN + (RNN1N, ON)rD.
When P* = P, a simple argument shows that the Fredholm alternative is valid

for (7.27).
Theorem 7.10 Let H = H-1hI2(F D)"' X H1/2(rN)"'. If 2 isformallyself-adjoint,

and if P is coercive on H' (S2-)"' and on H' (S2+)', then
A=Ao+L,
where AO : H -* H* is positive and bounded below, i.e.,
Re(Ao,o,'tb)rOxrN ? cIIijIH for' E H,
and where L : H -+ H* is a compact linear operator. Hence,
A : H -+ H*
Proof Let So be as in Theorem 7.6, and let Robe as in the proof of Theorem 7.8.
Thus, S=So+LsandR=Ro+LR,where
Ls: H-1/2(r)" H1/2(r)m and LR : H1/2(r),n _, H-112(F),n

are compact linear operators. Noting that T = T because P is formally self-

adjoint, we define
A0 _ [(S01rD)Ir.D - ITDN*N and Lzb =

(Ls1D)Iro
W
2TNDWD -r (R0 N)I rN (LRl N)IrN
In this way, A = Ao + L, the operator L : H --> H* is compact, and
(Aoi, Y')rDxrN = ((So D)Irp, D)ro - I(TDNZG'N, *D)rp

+ fN)rN + ((RokN)IrN, *N)rN.
Since
(TN)*o, *N)rN = (*D, TDN*N)rN = (TDN*N,'D)rp,
and since supp 1D c I'D U 11 and supp 1/'N c rN U 11, it follows that
Re(Aoi, tP)roxrN = (So1D, y'D)r + V'N)r

+cDI1NIIH,/2(r),,, = cII IIH,
as required.
Exterior Problems
Integral equation methods are particularly suited to boundary value problems
posed on the exterior domain 52+. It turns out that, in general, the solution will
not belong to H1(S2+)"', but only to HI (cZ)'" for each finite p, where 0v
is defined as in (7.25). Furthermore, to make use of the third Green identity
on S2+ we require a somewhat stronger result than Theorem 6.10, that incor-
porates a suitable radiation condition. In other words, some assumption about
the behaviour of the solution at infinity is needed, and here we shall adopt the
approach of Costabel and Dauge [16].
Lemma 7.11 Let u E D*(S2+)"`. If Pu has compact support in Q+, then there
exists a unique function .Mu E C°°(R")"' such that
Mu(x) = f G(x, dory

- j [Ev.yG(x, y)*]*u(y) dory
,
(7.29)
for x in any bounded Lipschitz domain S2 such that S2 U supp Pu C= S2

and where r 1 = 8 SZ I .
Proof. First note that, by Theorem 6.4, the distribution u is C°O on S2+ \
supp Pu. Given X E R11, we define .M u (x) to equal the right-hand side of (7.29)
Exterior Problems 235
with r, the boundary of any ball Q- = B. centred at the origin with radius p
large enough to ensure that S2- U supp Pu C- Bp and x c Bp. By applying
the second Green identity over an annular region of the form Bp, \ B,o, , one
sees that the definition of Mu(x) is independent of the choice of p, because
Pu = 0 = P*G(x, )* on Bp, \ Bp, . Similarly, to see that (7.29) holds for x
in any bounded Lipschitz domain 01 with Q- U supp Pu C 0, , we apply the
second Green identity over Bp \ S2- for any p such that Q7 C Bp.
Notice that PMu = 0 on R". We now give the desired version of the third
Green identity for Q+.
Theorem 7.12 Suppose that f E H-i (9+)m has compact support, and choose
po large enough so that
T UI'C=Bpo and supp f C-52+x.
If U E D* (52+)m satisfies
Pu = f on SZ+,
and if the restriction of u to 52+A belongs to H l (S2+)"', then
u = 9f + DL y+u - SL B' u + Mu on 52+. (7.30)
Proof By Theorem 6.10 with u- identically zero, the representation formula

(7.30) holds on the bounded Lipschitz domain S2+ fl &2I, with Mu(x) given
by (7.29) for x E SZ . (Keep in mind that v is the inward unit normal to S2+ fl
0, on r, but the outward unit normal on r I.)
Before considering boundary value problems on 52+, we need to know how

M acts on volume and surface potentials.
Lemma 7.13 Fix Z E R". If u(y) = G(y, z), then Mu = 0 on R".
Proof Let z, x E R' with x # z. We choose a bounded Lipschitz domain S2-

such that z E S2- and X E 52+, and define
G(x, y)* for y E Q-

v(y)-{0 foryE52+
Since P*v = 0 on SZ±, the third Green identity (6.29) gives
v(z) = SL B,, v(z) - DL y-v(z),

or equivalently,
G(x, z)* = G(y, z)*B,,,yG(x, y)* day - [B,,,,G(y, z)]*G(x, y)* dQy.
fr Jr
Thus,
G(x, z) = J [t3.,,yG(x, y)*]*G(y, z) day - f G(x, y)BV.yG(y, z) day,
or equivalently,
u(x) = DL yu(x) -
and therefore Mu(x) = 0 by Theorem 7.12, because Pu = 0 on SZ+.
Lemma 7.14 Let f E E* (R")'°. If U = 9f, then Mu = 0 on R".
Proof. Obviously, Pu = 0 on R'1 \ supp f , and since G(x, y) is C°O for x # y,

one sees from Lemma 7.13 that
Mu(x) _ (M.G(x, y), f (y)) = 0 for x E R" \ supp f .
Since PMu = 0 on 1R", it follows from the third Green identity that Mu = 0
onR".
To state the main result for this section, it is convenient to introduce the
notation
H11 (Q+),,,
= {u E D* (S2+)m
U I Q+ E H 1(SZp)"` for each finite p > 0 such that Q- C BPI.
We point out that Exercise 7.4 gives some simple sufficient conditions on u for
ensuring that .Mu = 0, in the case when P = Po.
Theorem 7.15 Suppose that f E H-1 (SZ+)m has compact support.
(i) Let g E H 1/2(I')"'. If U E H11 (Q+)'" is a solution of the exterior Dirichlet

problem
Pu = f on St+,
y+u=g onr, (7.31)
Mu = 0 on lR",
Exterior Problems 237
then the conormal derivative Mfr = B+ U E H-112(r)'" is a solution of the

boundary integral equation
Si/i = y9 f - (g - Tg) on r, (7.32)

;
u=Gf+DLg-SL,/i one .
(7.33)
Conversely, if ili E H-112(I')ry` is a solution of the boundary integral

equation (7.32), then the formula (7.33) defines a solution u E H11 (S2+)m
of the exterior Dirichlet problem (7.31).
(ii) Let g E H-112(x)"'. If U E Hi, (S2+)'" is a solution of the exterior
Neumann problem
Pu = f on 52+,
B+u=g on r, (7.34)
Mu = 0 on R",
then the trace* = y+u E H 112 (r ),n is a solution of the boundary integral
equation
Ri/i = By G f - i (g + T*g) on r, (7.35)
u = G f + DL *- SL g on Q+. (7.36)
Conversely, if ili E H1/2(I')'" is a solution of the boundary integral equa-

tion (7.35), then the formula (7.36) defines a solution u E HIOc, (Q+)... of
the exterior Neumann problem (7.34).
(iii) Let gD E H1/2(r)and gN E H-1/2(I')", and define hD E H1i2(rD)"'
and hN E H-1/2(rN)m by
hD = Y9 f - SgN - (gD - TgD) on FD,

2
hN = BV +9f - RgD - (gN + T *gN) on FN.
2
If u E H11 (S2+)"' is a solution of the exterior mixed problem
Pu = f on SZ+,
Y+u=gD on I'D,
(7.37)
l3+ u = gN on FN,
Mu=0 on R",
then the differences
*D = l3+ u - gN E H-1/2(rD)n' and *N = Y+u - gD E H112(pN)'n
satisfy
SDD - Z TDN 1/JD hD

(7.38)
TND RNN j[Nj=[hN]'
u = 9f + DL(i/rN + 9D) - SL(*D +,N) on Q+. (7.39)
Conversely, if ilrD E H-1/2 (rD)"' and *N E H1/2(rN)' satisfy the system

of boundary integral equations (7.38), then the formula (7.39) defines a
solution u E H11 (S2+)"' of the exterior mixed problem (7.37).
Proof. Suppose that u E Hil (S2+) is a solution to the exterior Dirichlet prob-
lem (7.31). By Theorem 7.12,
u = 9f + DL y+u - SL l3+ u on 52+, (7.40)
and then by (7.5),
Y+u = yG f + (y+u + T y+u) - S13+ u on F.

2
Using the boundary condition y+u = g, and putting /r = B+ u, we arrive at

the boundary integral equation (7.32) and the integral representation (7.33).
To complete the proof of (i), suppose conversely that * E H-1/2(F)m sat-
isfies (7.32), and define u by (7.33). Together, (6.10) and Theorem 6.11 im-
ply that u E H11 (S2+)"', and it follows from (6.2) and (6.19) that Pu = f
on 52+. Also, y+u = g by (7.5). Finally, Lemma 7.14 shows that M9 f = 0,
M DL g = MG9vg = 0 and M SL Vr = MGy"i/r = 0, so Mu = 0, and
hence u is a solution of (7.31).
Regularity Theory 239
The proof of part (ii) proceeds in the same way, except that one takes the
conormal derivative of both sides of (7.40), instead of the trace, to obtain
B'u=8'Gf -Ry+u-z(-l3vu+T*B-,) on F.
The proof of part (iii) is similar to that of Theorem 7.9.
Regularity Theory
In Theorem 4.18, we proved local regularity up to the boundary for solutions
to elliptic partial differential equations. A simple argument based on this re-
sult yields the following local regularity estimates for the boundary integral
equations. Recall the definition (7.25) of the set Q+
Theorem 7.16 Let G 1 and G2 be bounded open subsets of R" such that G 1 C= G2
and G 1 intersects r. Put
Sgt-= G; n c2} and r = Gl n S2+ for j = 1, 2,
and suppose, for some integer r > 0, that 1`2 is Cr+1,1
(i) If */r E H-1/2(I')'" and f E Hr+3/2(r2)"` satisfy
Si/r= f onF2,
then t/r E Hr+l/2(rl)"' and
IIkIIH1+'/2(r,)< GIIiIIH-"2(r)" +CIIfIIHr+3/2(r2)m
(ii) If P is coercive on H1(Q-)"' and on H1(c2)"', and if i// E H1/2(I')' and

f E Hr+1/2(x2)"' satisfy
R* = f on I'2,
then i/r E Hr+3/2(F1)"' and
II*IIHI+3/2(r,) < CII IIH'/2(r), + Cll f IIH1+i/2(r2)"-
Proof. Let G3/2 be a bounded open subset of R" such that G1 C= G3/2 C
G3/2 C= G2,. and put 523/2 = G3/2 n Sgt.
In case (i), the single-layer potential u = SL * E H 1(S22 )"' satisfies
Pu=O one ,
yu= f on r2,
so using the jump relation for I31 SL * (Theorem 6.11), together with the trace
estimates (Theorem 3.37) and elliptic regularity (Theorem 4.18), we find that
JIB, u - By uIIH'+1r-(r,)
CIIuIIHr'+2(n3/,)1" + CIIuIIH'+2(niZ)m
CIIuIIH'(sz2)", +CIIu1IH'(n )", +CIIf1IHr+3r_(r2),,,.
The estimate follows because II u II H' (s2±)m < C II *II H-'/2(r)m

In case (ii), the double-layer potential u = DL i E H' (S22 )"' satisfies
Pu=0 onc22,
l3,u = f on r2,
so
IIfilH'+sn(r1)", = IIY+u - y-UII
CIIu IIuII H'(Q )", + CII f 1I
and finally IIuIIH'(12 )m < C11 IIH'/2(r)m D
We saw in Theorem 7.2 that the mapping properties of the boundary integral
operators hold for an extended range of Sobolev spaces when F is smoother
than just Lipschitz. The regularity result just proved allows us also to extend
the Fredholm property for R and S.
Theorem 7.17 If I' is C''+1.1 for

some integer r > 0, then
(i) S : Hs-1/2 (r)"' H5+1/2(r) is Fredholm with index zerofor -r < s

r, and ker S does not depend on s in this range;
(ii) R : (r)m -HS-1/2 (r)"' is Fredholm with index zero for -r -1 <
s < r + 1, and ker R does not depend on s in this range.
Proof We know from Theorem 7.6 that S is Fredholm with index zero when
s = 0. Thus, let 01, ..., ¢p be a basis for kerS in H-1/2(r)'". In fact, by
Theorem 7.16 these basis functions belong to Hr+1/2(r)",, and we can choose
Exercises 241
them to be orthonormal in L2(r')m. The same reasoning applied to S* yields an

orthonormal basis 01, ... , BP for ker S*, with each 9 j E H''+1 j2 (r)"` . We can
therefore define a compact linear operator
K : HS-1/2(r)m for -r < s < r,

by
P
Ki/r = E(Oj, '1`
j=1
and a bounded linear operator
A = S + K : HS-112(r)r -+ H:+1/2(f )m for -r < s < r.

The operator A is certainly Fredholm with index zero when s = 0, and since
(0j, Silr)r = 0 and (0j, K,lr) = (0j, Or for all * E H-1/2(r)"',
it is easy to see that the homogeneous equation A* = 0 has only the trivial
solution in H-t/2(r)m. Thus, the inhomogeneous equation A*/r = f has a
unique solution * E H-112(1,)m for every f E H1j2(F)"`. Furthermore, if
f E Hr+112(r)m, then Si/r E Hr+1/2(x)"1 because Kt/r E Hr+112(ryn, and so
* E Hi-112(r)"' by Theorem 7.16. It follows that A has a bounded inverse for
s = r, and the same is true of A*. Hence, by interpolation and duality, A is
invertible for -r < s < r. Therefore, since K is compact, the operator S must
be Fredholm with index zero for -r < s < r. Also, ker S does not depend on s,
because if * E H-r-1/2(1,)"1 satisfies Si/r = 0, then A* = Kiln E Hr+i'2(r)m
A-1
and thus i/r = Kulr E Hr-1/2(x)m. The proof of (i) is now complete.
Part (ii) may be proved using the same approach. The allowed range of s is
larger because the basis functions for ker R belong to Hr+3/2(r)m 0
Exercises
7.1 Suppose that S2 is a C°O hypograph x < (x'), and let K (x, y) be any one
of the six kernels in (7.9). Show that
f.p. J K(x,y)u(y)day
E,o r\B,(f x)
= f.p. K(x, y', (y'))i(y', (y')) 1 + I grad (y')I2 dy'

ElO X,-y'I>E
for x = (x') and'* E D(1')'. [Hint: apply Theorems 5.15, 5.19 and
6.3.]
7.2 Suppose that S2- is a C2 hypograph given by yn < C(y'), and assume
(without loss of generality) that
(0) = 0 and grad (0) = 0.
Put
'T'E = {w E Si-1 : Ew E S2+},
and show the following.

(i) There exists a = a(E, r7) such that
rE+ = IN E Sn-1
co = (r7 cos 9, sin 9), 17 E S"-2, a (E, r7) < 0 < 7r/2).
`
(If n = 2, then 17ES0={+1,-1}.)
(ii) The function a satisfies
n-1 n-1
as 1
lima (6, r7) = 0 and E
o ac 2
a= (E r7 cos a).]
(iii) With S+'-' = [Co E S"-1 : (0n > 0},
n/2
f(w)dw =
f
T,+ 5'-2
10E.0 f (i?(E,nf(r7cos0,
Cos 0, sin0)dOdr7
=f
n-1 n-1
f (w) dw - 46 a, a, (0)
+ p=1 q=1
X f (17, 0)r7p r7q d 77 + 0 (E2).

J1-2
(iv) In part (iii), the term in E vanishes if f (-w) = - f (w) for all co E Sn -1.
7.3 Show that the right-hand side of the boundary integral equation (7.23)
satisfies
z (8 - T"8) - Ci- Gf, dr)r = 0
for every solution 0 E H1/2(1')'" of the homogeneous adjoint problem

Exercises 243
R*4 = 0 if and only if f and g satisfy
(g, y v)r + (f, v),- - = 0

for every solution v E H 1(Q-)"' of
P*v=0 onQ ,
onl'.
[Hint: see the discussion following Theorem 7.6.]
7.4 Assume that P has no lower-order terms (i.e., P = PO), and that G (x, y) _
G(x - y) is as in Theorem 6.8. Show that if u satisfies the hypotheses of
Lemma 7.11 and if, as Ix I -+ oo,
o([Ixl log IxI]-1) when n = 2,

u(x) = o(l) and 13,u(x)
o(IxI-1) when n > 3,
then Mu = 0 on R". Here, v is the outward unit normal to the ball Bp.
7.5 Show that if Pu = 0 on R, then Mu = u on R. [Hint: apply the third
Green identity over the ball BP.]
7.6 The Calderon projection is the linear operator PC defined by
PCO = y-(SL*2 -DL*I) *1

,
where _
13v (SL *2 - DL *1) *2
Theorem 6.11 implies the mapping property
Pc : H1/2(r)n' X H-1/2(r)m -+ H1/2(r)m X

H-I/2(r)m
and if 0 = Pct/i, then the function u = SL *2 - DL *1 satisfies
Pu = 0 on Q-,
y-u=01 on I',
B u=42 onr,
so u = SL 4)2 - DL 01 by Theorem 6.10. Hence, Pc4) = 45, or in other
words PC20 = Pct', demonstrating that Pc really is a projection.
(i) Show that
PC= 2(I - T) S
ER (I + T'*)
2
(ii) Deduce that
SR = 4(I - T2), ST* = TS, RT = T*R, RS = 4[I - (T*)2]..
7.7 Recall the definition of the Steklov-Poincare operators 13 V

from (4.38). Show that if S : H-'t2(I')'" -+ H1/2(P)"' is invertible, then
we have the representations
B,U = R+ 4(I +T*)S-'(1 +T) = 2(I +T*)S-1

and
B,,V = R* + (1 + T *)(S*)-1(1 + T) = (I + T *)(S*)-'

4 2
7.8 Let S2± = R1, and think of r as R"-'. Also, assume P = Pa with constant
coefficients, so that is a homogeneous quadratic polynomial, and let
G(x, y) = G(x - y) be the fundamental solution given by Theorem 6.8.
(i) By applying Lemma 5.21, show that if n > 3, then
dal for x' E R"-',

S*(x') = J ms(
where, with the notation (5.28),
The function ms is called the symbol of S.

(ii) In the same fashion, show that for n > 2,
(')e12ngxd",
R*(x') = J mR( ')
where
n it
MR( O =
J
E1:
j=1 k=1
n n ff
_ -(2X)2 E E Anj (J SjSkP(S', n)-'

j=1 k=1
(iii) From the homogeneity properties
ms(t') = and mR(t:;') = tms(1;') fort > 0,

Exercises 245
deduce that
S: Hs-1/2(RR-1)m Hs+1/2(R"-I)m
and
R: Hs+1/2(wn-1)m Hs-1/2(Rn-1)m
for all s E R.
(iv) Let X E C mP(lR") satisfy X = I on a neighbourhood of zero, and
consider
u(x) = Ti-1s1l1 - X{OJv( )).

where v is rational and homogeneous of degree j - 1, as in Assump-
tion 5.20, but with j < -1 + n. (Thus, v is not locally integrable
on RI.) Modify Lemma 5.21 accordingly, and hence show that the
mapping property of S in part (iii) holds also when n = 2.
The Laplace Equation
Our development of the general theory of elliptic systems and boundary in-
tegral equations is now complete. In this and the remaining two chapters, we
concentrate on three specific examples of elliptic operators that are important
in applications. This chapter deals with the Laplace operator in R", denoted by
If
A a2
J=1
The Laplacian constitutes the simplest example of an elliptic partial differential

operator, and its historical role was discussed already in Chapter 1. After deriv-
ing the fundamental solution for the Laplacian, we shall introduce a classical
tool from potential theory: spherical harmonics. These functions turn out to be
eigenfunctions of the boundary integral operators associated with the Laplace
equation on the unit ball. They are also useful for studying the behaviour of
harmonic functions at infinity, leading to simple radiation conditions. The final
section of the chapter investigates ker S and ker R, and the sense in which S
and R are positive-definite.
The operator P = -A has the form (4.1) with constant, scalar coefficients
Ajk = Sjk, Aj = 0, A = 0.
Associated with -A is the Dirichlet form
(Pn (u, v) = f grad u grad v dx,

and the conormal derivative (4.4) is simply the normal derivative,
au
= a .
V
Obviously, -A is formally self-adjoint and strongly elliptic; see (4.6) and (4.7).
246
The Fourier transform of -Du is P(4)u(4) where P(l;) = (27r )2 1 1; 12, so by
Theorem 6.8 a fundamental solution for -A is
G(x,y)=G(x-y), where G(x)=4 1 whenn=3.
Exercise 8.1 is the corresponding calculation for n = 2. To give a fundamental

solution for a general n, we denote the surface area of S"-', the unit sphere
in W, by
r r 7rn/2
cia- dcv=2
r(n/2)
; (8.1)
Iwl=1
see Exercise 8.2.
Theorem 8.1 A fundamental solution for the operator -A is given by
G(x) = 1 1 when n > 3,

(n - 2)T IxIn-2
and, for any constant r > 0, by
G(x) = Zn log Ixl when n = 2.
Proof The Laplacian is radially symmetric (see Exercise 8.3), so it is natural

to seek G in the form G(x) = w(p) where p = Ix 1. Since AG = 0 on R" \ (0),
Exercise 8.4 shows that w must satisfy
Ld -l dw
PIT-t dp p dp = 0 for p > 0,
so
an 1
w(p) = + bn when n > 3,
n - 2 pn-2
or
1
w(p) = a2 109 - + b2 when n = 2,
p
for some constants an and bn. The choice of b is arbitrary, but an is fixed by
the requirement that G satisfy (6.12), i.e., by the requirement that -AG = 8
248 The Laplace Equation
on R", or in other words
-(G, AO) _ O(0) for O E D(1R"). (8.2)
Any test function 0 E D(R") has compact support, so we can apply the second
Green identity (1.9) over the unbounded domain {x :IxI > c), and arrive at the
formula
- fX I>E
G(x)Oq(x) dx = fX I=E
0(x)a,G(x) da,r - J (x) do-,
(8.3)
where yr = -x/E. Since
grad G(x) = dp IXI = - IXI" for n > 2, (8.4)
we have 8,G(x) = -(x/E) grad G(x) = a,, -0` for IxI = E. Thus, by the
mean-value theorem for integrals,
f IxI=E
(x)8vG(x) dox = a" Ej J xI=E
fi(x) dax =
for some xE satisfying IxE I = E, whereas
O(E) if n > 3,
G(x)8vO(x) da,, = 10(cllog,-I)
JIxI=E if n = 2.
Thus, if a" = 1/Ta, then (8.2) follows from (8.3) after sending f 0.
An alternative method of determining a" is to apply the third Green identity
to the constant function u = I over the unit ball. One obtains the formula
DL 1(0) = -1, from which it again follows that a" = 1 / T . 0
Throughout the remainder of this chapter, G(x, y) = G(x - y) will always
denote the fundamental solution from Theorem 8.1. Recalling the definitions
of the boundary integral operators S, R and T given in (7.3), we see first that
by (7.8),
Si/r(x) =
1 *(Y) when n > 3,
(n - 2)Tn Jr Ix - yI"-2 d6y
and
S* (x) = 1*
2,
(y) log
Ix
r
YI
day when n = 2,
for x E I". By (7.9) and (8.4), the kernel of T is

2 v,, (x - y)
2a,,,yc(x, y) -
T. IX - Y111
and the kernel of R is

1
.yG(x,y)= Ix-yln+2 '
for n > 2. Notice that if r is then

<Clx-yI1+,2
for x, y E r,
so T has an integrable kernel, allowing us to write
T*(x) Y) forxEr;
= 2 - An
see Theorem 7.4, and cf. Exercise 8.6. If r is C2, then
R1/r(x) = vl f.p. vx . UY'n V/(y) day

6g0 J \B,(.,,) IX - Y1
n
I f r
yx (y - x) vy (x - y)
Ix - y1
daY
for x E r; see (7.9).

For later use, we conclude this section by considering the eigenvalues of -A.
Theorem 8.2 Let S2 be a bounded Lipschitz domain and let r = rD U 1Z U rN

be a Lipschitz dissection of r = 8 Sl. If U E H 1(S2) is a non-trivial solution of
-Au = Au on 7,
yu = 0 on rD,
8u=0 onrN,
then A > 0. If, in addition, rD intersects every component of r, then A > 0.
Proof Applying the first Green identity, we have
4> (u, u) = (Au, On + (8 u, Yu)r = AIIulI .2(n) I
and obviously 4 (u, u) = II grad u 112,(Q) > 0 and IIU II L2(n) > 0, so A > 0.
Moreover, if A = 0 then OQ(u, u) = 0, implying that gradu = 0 on n, and
hence u is constant on each component of 0. 0
The same argument yields a uniqueness theorem.
Corollary 8.3 Let 0 be a bounded Lipschitz domain. If U E H I (Q) is a solution

of the homogeneous mixed problem
-Au=0 one,
y u = 0 on I'D,
a,u = 0 on FN,
then u is constant on each component of 92. If, in addition, rD intersects every

component of r, then u is identically zero on 0.
We remark that, for the first part of each of the preceding two results, the
homogeneous boundary conditions could be replaced by the weaker assumption
that yu)r < 0.
Spherical Harmonics
For each integer m > 0, let P,,, (]R") denote the set of homogeneous polynomials
of degree m in n variables, i.e., the set of functions u of the form
u(x) = E aaxa for x E R, (8.5)

IaI=m
with coefficients as E C. A solid spherical harmonic of degree m is an element

of the subspace
xm(R")= (uEPm(1R"):Au =0on W).
Apart from the results involving the boundary integral operators, our general
approach to the study of spherical harmonics is essentially that of Miiller [70].
Let
M(n, m) = dim Pm(R") and N(n, m) = dimf,"(IR")

for n > I and m > 0. (8.6)
By a standard combinatorial argument, the number of non-negative integer

solutions al, . . . , a" to the equation al + + a" = m is
M(n, m) _ 1 1 (8.7)
(m+n- ),
n
Spherical Harmonics 251
and since each u E P," (R") has a unique representation

m
u(x) _ >2Vk(xI)Xn -k with Uk E Pk(R"-'), (8.8)
k=0
we see at once that
M(n, m) _ >2 M(n - 1, k) forn > 2 and m > 0. (8.9)

k=0
Also, Po = 71o is just the space of constant functions, and P1 = WI is just the
space of homogeneous linear functions, so
M(n, 0) = N(n, 0) = 1 and M(n,1)=N(n,l)=n forn> 1.

Taking the Laplacian of (8.8), we find after some simple manipulations that
m
Au (x) = [A'vk(x') + (m - k + 2) (m - k + 1)uk_2(x')]Xnl-k
k=2
forn>2 and m>2,
where A' is the Laplacian on IRn-1. Thus, U E 7-(R") if and only if
-A'vk (x')
vk-2(X')
(m-k+2) (m-k+1) fort<k <m, (8.10)
n
with the choice Of V,,,-l EP,,-I( ) and vn, E Pm (R 1) being arbitrary.
Hence,
N(n, m) = M(n - 1, m - 1) + M(n - 1, m) forn>2 and m> 1,

( 8. 11 )
and so it follows from (8.9) that

m
N(n,m)=>2N(n-1,k) forn> 1 and m> 1. (8.12)
k=0
Furthermore, since
N(1, m) = t
( 1 ifm=Oorl,
0 ifm > 2,
we have
1 ifm = 0,
N(2, m) _ (8.13)
2 if m> 1,
and in view of (8.7) and (8.11),
2m + n2 2
N(n , m) _ forn > 3 and m > 0. (8.14)
n- (m n-
+ n 3 3l
In particular, N(3, m) = 2m + 1.
Put
7-l," (&'-') = { : * = u lso-t for some u E H. (R")I.
Corollary 8.3 implies that the restriction map u H u Is- i is one-one, and hence
is an isomorphism from 7I,,, (R") onto 7l", (S"- ), so
dimfl,,,(S"-') = N(n, m) forn > 2 and m > O.

An element of 7-1,,, (S' ') is called a surface spherical harmonic of degree m.
We now show that 7-l": (S'-') is an eigenspace of each of the four bound-
ary integral operators on S". Later, in Theorem 8.17, we shall see that the
spherical harmonics account for all of the eigenfunctions of these operators.
Theorem 8.4 If T = S"-i forn > 3, then T = T * _ - (n - 2) S,

m(m+n-2) /r and SiJr = 1
fori/r E 7L
Ri/r =
2m+n-2 2m+n-2
(8.15)
Proof. Observe that
vy.=y and forx,yEF,

(8.16)
so the kernel of T is
2 vy (x-y) =-(n-2)G(x,y),
r" Ix - yl"
and therefore T = T * = - (n - 2) S. Now suppose that Jr = y u E 71,,, -1)
with u E 7-l, (Rn). Euler's relation for homogeneous functions, ; y; a;
u(y) = mu(y), implies that
au
=mi/r on IF, (8.17)
av
and therefore, applying Theorems 7.5 and 7.7,
S(mi/r) = Ti/r) and R1* r = 2 T*(mi/r)}. (8.18)

2
Since T = T* = -(n - 2) S, it follows that
mSi/r = [i/r - (n - 2)Si/r] and Rir = 2m[i/r + (n - 2)S*],

Z
giving (8.15). 0
The same method of proof yields the following result in two dimensions.
Theorem 8.5 If F = S', then
T* = T** =
27r
fr k(y) dcr for* E L2(F), (8.19)
and when'i/r E R,, (S'),
Ri/r = 0, Si/r = (log r)i t, T ilr = T *ifr = -,lr for m = 0; (8.20)
Si/r= 2ir,
1
Ri/r= 2ir, Ti/r=T*1/r=0 form> 1.
(8.21)
Proof The relations (8.16) remain valid for x, y E S" when n = 2, but the
kernel of T is now
1 I
forx,yEF,
it Ix-y12 27r
implying (8.19). To prove (8.20), suppose that m = 0. We see at once from (8.18)
that R +' L= 0. Furthermore, i/r is constant, so by symmetry Si/r is also constant,
and then uniqueness for the solution of the interior Dirichlet problem shows
that SL * is constant on the disc Q-. At the origin, we have
SL*(0) = log IYI*(Y)day = (logy) .

27r Ivl=i
so SL i/r = (log r)ilr on SZ-, and hence Sii = y- SL a/r = (log r)i/ on r. If
m > 1, then using (8.17) and the divergence theorem,
T* T*v/r 2rrmfst-Dudx=O.
27rm, r 8vdc
Thus, (8.21) follows at once from (8.18).
We now consider spherical harmonics that are invariant under rotation about
the nth coordinate axis.
Lemma 8.6 Given m > 0, there exists a unique function u satisfying
(i) U E H. (R");
(ii) if A E R"" is an orthogonal matrix satisfying Ae = e, then
u(Ax) = u(x) forx E R";

(iii) U(en) = 1.
In fact,
1
u(x) = (x + ix' j7)... drl. (8.22)
ri,-I fs"-2
Proof. One easily verifies that (8.22) defines a function u satisfying (i), (ii)
and (iii). To show uniqueness, suppose that A E IR""" satisfies the assumptions
of (ii). It follows that A has the block structure
A=
where A' E 1[l;("-l) "t"-ti is orthogonal. Thus, with uk as in (8.8),
u(Ax) _ E vk(A'x')x, -k,

k=0
and so the conclusion of (ii) means that vk (A'x') = vk (x') for all x' E IEI;n-1
which in turn means that vk (x') depends only on Ix'j. Hence, every it E P (R")
satisfying (ii) has the form (8.8) with vk(x') = dklxIk, where dk = 0 if k is
odd. Exercise 8.4 shows that
O'Ix'Ir = r(n - r - 3)Ix'jr-2,

so the condition (8.10) for u E T(m (R") holds if and only if the coefficients
satisfy
-k(n + k - 3)
dk-2 = (m - k + 2)(m, - k + 1) dk for2<k<m. (8.23)
If m is even, then dm is arbitrary and d,,,_ i = 0, whereas if m is odd, then dm_I

is arbitrary and d", = 0. Since u(e") = do, the normalisation condition (iii)
fixes u with the requirement that do = 1. 0
With the notation of Lemma 8.6, we define Pm (t) = Pn, (n, t), the Legendre
polynomial of degree m for the dimension n > 2, by
Pm(t) = u(w), where to = 1 - t2 + ten,

for -1 < t < 1 and r?E Sii-2,
noting that u (w) is independent of q. Observe that since u 1 and u (-x) _

(-1)nlu (x), the Legendre polynomials satisfy
Pm(1)=1 and P,n(-t)=(-1)mPm(t) form>0 and n>2.

Also, we have the explicit representation
nl
Pm(n, t) = >dk(n, m)(1 _ t2)k/2tm-k,
k=O
where the coefficients dk = dk(n, m) are determined by the recurrence rela-

tion (8.23) with the starting values do = 1 and d1 = 0.
When n = 2, the integral (8.22) becomes just the sum over n E S° _
(-1, +1), with To = 2, so we find that
P. (2, t) = 2 [(t + i 1 - t2)m + (t - i 1 - t2)m]. (8.24)
If t = cos 0, then t ± i-,,/1 - t2 = e±'O, so
P. (2, cos 0) = cos m46,
and therefore Pm (2, t) is the mth Chebyshev polynomial of the first kind. Ex-
ercise 8.8 shows that Pm(3, t) is the usual Legendre polynomial of degree m.
The fundamental solution for the Laplacian can be expanded in terms of these
polynomials, as follows.
Theorem 8.7 Let bm = bm (n) be the coefficients in the Taylor expansion

00
(1 _ 1z)n-2 = bnzm for I z I < 1. (8.25)

m=O
If 0 < IxI < IYI and x y = Ix IIyI cos0, then

1 00 Ix lIn
> bm Pm (n, cos 0) for n > 3, (8.26)
IX
- yln-2 = n1=0 lyln-2+n1
and
00 m
log Ix 1
A
= log
IYI
E
+ in=1 M
Pm(2, cos 0)
IYI-
.
Proof. By Taylor expansion about x = 0, we have

00
1
Ix - y In-2 _ Fm(x, y) for IxI < IYI, (8.27)

M=O
where
IaI
1 1
F.(x,Y) = > a, (y)x" and a. (y) =
lal=m
Note that F. (x, y) is homogeneous of degree m in x, and of degree - (n -2) -m

in y. Taking the Laplacian of (8.27) with respect to x, we see that
00
EOxFm(x,Y)=0 for IxI < IYI,

,n=0
so by uniqueness of the coefficients in a Taylor expansion, Fm y) E 7-1m (ill;")

for each integer in > 0. Moreover, if A E R" ,n is an orthogonal matrix, then
jAx - Ayl=Ix - Yl,and so
Fm (Ax, Ay) = F,,, (x, y).
In particular, Fn, (Ax, y) = Fm (x, y) if Ay = y, and therefore by Lemma 8.6,
Fm (w, C) = b,n P,,, (co ) for co, E S" -1,
and for some constant b,,,. Thus,
IYI-(,r-2)-m
Fm (x, Y) = Ixln Fm (ti' IyI l brPm(COS0) In-2+m '
(8.28)
and by choosing x and y so that I y I = 1 and cos 0 = 1, we have Ix - yI =
(Ix12 - 2IxI + 1)1h/2 = 1 - IxI, so the b,n are as in (8.25). The proof of (8.26)
is now complete.
When n = 2, we proceed in the same way, except that now
Ial
a,(Y)_ (ai 8y logIYI'
so if m > 1, then F,n (x, y) is homogeneous of degree m in x, and of degree -m

in y. It follows that for some constants bn
m
1
Fo(x, y) = log and F. (x, y) = b,n Pm (2, Cos 0) Ix
l
form > 1,
lYl iyitm
and by choosing lyl = 1 and cos0 = 1, we see that b,n = 1/m because
m
I
log lxl = -log(l - lxl) 00 m for lxl < 1.
m=1
The next theorem gives some expansions of general harmonic functions in

terms of spherical harmonics. Recall the definition of Mu given in Lemma 7.11.
Theorem 8.8 Write x = pco, where p = Ixl and w = x/p.
(i) If /u(x) = O for p < po, then there exist E fn,(Sa-1) such that
u(x) = EP "' (w) for p < P0.

m=0
(ii) If Du (x) = 0 for p > P0, and if M u = 0 on R", then there exist E
such that
U(X) = EP
00 2 (w) for p > Po, when n > 3,
,n=0
and
00
U (X) = (log P)1o(w) + p-I"Yin. (w) for p > Po, when n = 2.

m=1
Proof Let S2- = Bp,,, the open ball of radius po and centre 0, and consider the
special case when u = SL 0 for some 0 E L 1(I'). By (8.27), we get the desired
expansion for p < po, with
,n (w) _ Fm(we Y)O(Y) day.

(n - 2)Tn
If n > 3, then by interchanging x and y in (8.27) we see that

00
= L F,n(y, x) for Ixi > IYI,
Ix - yin-2 m=0
and by (8.28),
2+2,,
yl
F X)
(XI)
so u has the desired expansion for p > po, with
..(w) = (n - 2)Tn
1
r
f
IYIn-2+2mFm(w,
y).0 (Y)day.
When n = 2, the only essential change is to the terms with m = 0, which

are
Fo(x, y)o (Y) day = - J (log IYI)O(Y) dcry if p < po,

Jr r
and
Fo(y, x)o (Y) day = -(log p) J 0 (Y) day if p > po.

Jr r
Likewise, any double-layer potential u = DL 0 has expansions of the desired
form, with *o = 0 in part (ii), because if n > 3, then
a
avy IX
1
=0
E ava F(x,y) forlxl<IYI,
M=0 Y
and
8 1 °° 1 a n 2+2,n
avy Ix - An' = avy IYI - F. (x, Y)] for IXI > IYI
In the general case, if Au(x) = 0 for lxl < po, then by applying the third
Green identity over SZ- = Ba, , where p, < po, we see that an expansion of
the desired form holds for p < pl. In fact, this expansion is valid for p < po,
because the ikm cannot depend on the choice of p I. This completes the proof of
part (i), and part (ii) follows in a similar fashion with the help of Theorem 7.12.
Behaviour at Infinity
Fix po > 0, and define
xa z
_ \Izll for x 0 0. (8.29)

x
Behaviour at Infinity 259
We call xu the inverse point of x with respect to the sphere aB,,,,. Notice
(xa)O = x and
> po if and only if lx I < po, xO = x if and only if lx I = po, and IxO I < po if
I
and only if Ix I > po. For any subset E C_ III" \ {0}, we write EO _ {xa : x E E},
and for any function u defined on E, we define uO, the Kelvin transform of u,
by
uO(x4)
(?i)i_2u(x) . (8.30)
Exercise 8.9 shows that
Lu3(xo) _ xllAu(x),
n+2
IPoll
a fact that yields a simple characterisation for the radiation condition Mu = 0;

see (7.29) for the definition of Mu.
Theorem 8.9 Suppose that Au(x) = O for Ix I > Po.
(i) When n > 3, the function u satisfies Mu = O on R" if and only if
u(x) = O(Ix12-") as Ixl oo.
(ii) When n = 2, the function u satisfies Mu = 0 on R'1 if and only if there is

a constant b such that
u(x) = blog lxl + O(Ixl-') as lxl -* oo.
(iii) When n = 2, the function u satisfies u (x) = O (1) as Ix I -a oo if and only

if there is a constant b such that
u(x) = b + O(Ixl-') as 1x1 - oo.
In this case, Mu = b.
Proof The Kelvin transform ul is harmonic on the punctured ball Bp, \ (0),
so by applying the third Green identity over an annular domain Bp, \ Bp,,
with 0 < pi < p2 < po, we see that uO = v° + v°°, where vO(xa) is harmonic for
Ixui < po, and v°O(xa) is harmonic for IxV I > 0, with Mv°° =0 on R".
To prove part (i), let n > 3 and write w = x/Ixl = xd/I xd I. By Theorem 8.8,
there are surface spherical harmonics *,0, and of degree m, such that
00
v°(xd) = Y Ixd Im *° ((O) for Ixd I < P0,
,n=0
and
00
v°O(xd) _ Ix0 (w) for Ixal > 0.
,n=0
Suppose that u(x) = as I x I -+ oo. This assumption means that ud is

O(Ixi2-n)
bounded at zero, and thus r10 must be identically zero for all m > 0. Hence,
ud=v° and
u(x) (A) n-2 ud(xa) _ E Po-2+2,n 00
(w) for IxI > p0.
x ,n=0
We conclude that 8"u(x) = O(Ixl2-"-1,I) for all a, and so Mu = 0 on R"

by Exercise 7.4. Conversely, if Mu = 0 on R" then u(x) = O(Ixi2-") by
Theorem 7.12.
Now suppose that n = 2. By arguing as above, it is easy to see that if
u(x) =bi log lxi +b2 + O(Ixl-1) as lxl -+ oo, then the function 5(x)=
u (x) - b1 log Ix I - b2 satisfies Mu = 0, and therefore Mu = b2M 1= b2 by
Lemma 7.13 and Exercise 7.5. The converse again follows by Theorem 7.12.
0
Solvability for the Dirichlet Problem

We know from Theorems 7.6 and 7.8 that, for any bounded Lipschitz do-
main Q-, the boundary integral operators
S : H-1/2(F) - H1/2(1') and R : H'/2(f') -+ H-1/2(1.)
are Fredholm with index zero. The following uniqueness theorem for the ex-
terior Dirichlet problem will help us to investigate ker S. We shall see that
complications arise when n = 2.
Theorem 8.10 A function u E H11 (Q+) satisfies

Au = 0 on Q+,
y+u = 0 on r, (8.31)
u(x) = O(Ix12-")
as IxI -* 00
if and only if u = 0 on Q+.
Solvability for the Diriehlet Problem 261
Proof. Suppose that (8.31) holds. Applying the first Green identity over S2p =
7+ fl Bp for p sufficiently large, we have
(DS2P (u, u) _ -(av u, Y+u)r - fa B,,

da
=
(-f'_-u(Pw))u(Pw)P"_' dw.
dp
Theorems 8.8 and 8.9 imply that
so
u(pw) = O(p2-n) and --
d u(pw) _
dp
0(p")
O(p-2)
if n > 3,
if n = 2,
O(p2-n) if n > 3,
fzP0(p-') ifn = 2.
(
Igrad ul2dx=fiS2+(u,u)
Sending p -+ oo, we deduce that grad u = 0 on Q+, and thus u is constant on

each component of 52+. Since y+u = 0, it follows that u = 0 on 52+. The
converse is obvious. 0
Corollary 8.11 Let* E H-1"2(F) satisfy S* = 0 on r.
(i) Ifn > 3, then i/i = 0.
(ii) Ifn=2and(l,+/i)r=0,then*/r=0.
Proof. The single-layer potential u = SL * satisfies
Au=0 on Q-'-,
y±u = 0 on l',
and as IxI -+ oo, we have u(x) = O(Ixl2-") when n > 3, but
it(x)=-- (1,OrlogIxl+O(Ixl ') whenn=2.

Thus, provided we assume that (1, Or = 0 when n = 2, it follows from
Theorem 8.10 that it is identically zero, and hence . = 0.
For the Laplacian, we can prove a stronger version of Theorem 7.6.
Theorem 8.12 Let
V = H-'/2(F) ifn > 3,

and
V =[ * E H-112(1') : (1, lr')r = 0 } if n = 2.
The boundary operator S satisfies
(Si,r, Or = J grad SL 1k grad SL 4, dx for r1i E V and O E H-1/2(r),

(8.32)'
and is strictly positive-definite on V, i.e.,
(S*, *) r > 0 for all * E V \ (0).
Proof. Let 1lr E V and 0 E H-112(r). If p is sufficiently large, and if we put

u = SL * and v = SL 0, then (as in the proof of Theorem 7.6) the jump
relations and the first Green identity imply that
(SL, 4,)r = (yu, av v - av v)r = n-(u, v) + ('n+ (u, v) + I

Bp
BP
The integral over aBp is O(p2-") if n > 3, and is O(p-1) if n = 2. Thus, in

either case, we obtain (8.32) after sending p -+ oo.
It is obvious from (8.32) that (S*, Or > 0. Moreover, if (S*, Or = 0,
then grad 0
Corollary 8.13 If n > 3, then S is positive and bounded below on H-1/2(r),
i.e.,
(Si, Or ? CII IIH-iIa(r) for all',/r E H-112(x). (8.33)
Proof. By Theorem7.6,S:H-1/2(I') -* H"2 (F) is Fredhoim with zero index,

and since S is strictly positive-definite, ker S = (0}. Hence, S has a bounded
inverse. Since S-1 is self-adjoint, and since the inclusion H1/2(r) c_ L2(r) is
compact by Theorem 3.27, the result follows from Corollary 2.38 with A = S-1.
0
By modifying the boundary integral equation Silr = f and adding a side con-
dition, we obtain a system that is always uniquely solvable, even when n = 2.
Lemma 8.14 Given any f E H1/2(r) and b E C, the system of equations
S*+a= f and (1,*)r=b,

has a unique solution ,/r E H-1i2(r) and a E C.
Solvability for the Dirichlet Problem 263
Proof Introduce the Hilbert space H = H-1/2(1') x C, identify the dual space
H* with H1"2(I') x C by writing
((i/r, a), (0, b)) 0)r + ab,

and define a bounded linear operator A : H --* H* by
A(*, a) = (S* + a, (1, if) r).

In this way, A is self-adjoint, and we now show that A has a bounded inverse.
Let So and L be as in Theorem 7.6, so that S = So + L with So invertible
and L compact as operators from H-112(f) to H1/2(I'). We define
Ao(,b, a) = (So,/r, a) and K(,f, a) = (a + L+/r, (l, i/r)r - a),

so that A = AO + K, with AO : H H* invertible, and K : H H* com-
pact. By Theorem 2.26, A is invertible if the homogeneous system A (*, a) _
(0, 0) has only the trivial solution. In fact, if
S* + a =0 and (1, ')r = 0,
then (Si/r, Or = (-a, *)r = -a(1, *)r = 0, so (r = 0 by Theorem 8.12,

and inturna= -S* = 0.
H-1/2
Theorem 8.15 There exists a unique distribution,/req E (F) such that S*eq
is constant on r, and (1, t/req)r = 1. If n > 3, then S*eq > 0.
Proof Let 9'eq be the solution of the system in Lemma 8.14 when f = 0 and
b = 1. Thus, Slfeq = -a is constant on r, and by Theorem 8.12, if n > 3, then
-a = -a(1, ifeq)r = (S*eq, lkeq)r > 0.
The distribution *eq is real-valued, and is called the equilibrium density for F.
If n > 3, then the reciprocal of the positive constant S*eq is called the capacity
of r, a quantity we denote by Capr, so that
1
= Sz/req when n > 3.
Capr
This terminology has its origins in electrostatics: if an isolated conductor carries
a charge Q in equilibrium, so that the potential V is constant throughout the
conductor, then the ratio Q/ V does not depend on Q, and is called the capac-
itance. Mutual repulsion causes all of the charge to lie on the boundary of the
conductor, so (with appropriately normalised units) the electrostatic potential is
SL 1/r, where i/r is the surface charge density. Thus, Q = ,fr l/r da and V = Si,
and in the case of a unit charge Q = 1, we have /r = *eq, so the capacitance
is the reciprocal of S*eq.
Now consider the case n = 2, and write S = S, to indicate the dependence
on the choice of the parameter r in the fundamental solution from Theorem 8.1.
The equilibrium density 1/req is the same for all r, but not so the constant Sr1/req.
Since Srl/eq is not always positive, one introduces the logarithmic capacity,
Capr = e2'', so that
1 1 _
log Capr S1 *,q when n = 2.
2n
Notice that
(127r, Or
Sri// Si* + log.1,r,
and hence
r
S,.1/req = 2I log
CaPr
In particular, Sr1leq = 0 if and only if r = Capr.
Theorem 8.16 Consider S,.: H-1/2(I') -3 H1/2(F) when n = 2.
(i) The operator S,. is positive and bounded below on the whole of H-1/2(F)
if and only if r > Capr.
(ii) The operator S,. has a bounded inverse if and only if r 0 Capr.
Proof. For brevity, put ar = Sr1/req = (27r)-l log(r/Capr). Let Vr E H-1/2(F),

define *0 = * - (1, *)r*eq, and observe that
i/I = *o + (1,1)rieq, (1, *o)r = 0 and Sr. / = Sr'Yo + a,.(1, ifr)r
Also, since (Sri/ro, *eq) _ (*o, Srl, eq)r = 0, we have
(Sri, *)r = (Sr*o, *o) r +a,(1/r. 1)r(1, if)r. (8.34)
If r < Capr, then (Sr 1/req, +feq) r = ar < 0. To complete the proof of (i), suppose
that r > Capr, or equivalently, ar > 0. By Theorem 8.12, both terms on the
right-hand side of (8.34) are non-negative, and the first is zero if and only
if *o = 0. Thus, (Sr*, Or 0, with equality if and only if *o = 0 and
(1, Or = 0, i.e., if and only if /r = 0. Hence, Sr is strictly positive-definite on
Solvability for the Dirichlet Problem 265
the whole of H-112(F). Arguing as in the proof of Corollary 8.13, we conclude

that Sr is positive and bounded below on H-1/2(r).
Turning to part (ii), we note that if r = Capr, then Sr cannot be invertible
because Sr lyeq = 0. Thus, suppose that r Capr and S,. ly = 0. We have Sr ly0 =
-ar(l, *)r, hence (S,.1/ro, fo)r = 0, and therefore ly0 = 0 by Theorem 8.12.
In turn, (1,1/r)r = 0 because ar 0 0, giving 1/r = 0. Thus, the homogeneous
equation has only the trivial solution, and Sr is invertible.
In the case of the unit sphere r = Sn-1, it is clear from symmetry that 1/req
takes the constant value I/ T,,, and in view of Theorems 8.4 and 8.5,
1 ifn = 2,
{(n-2)T,, ifn>3.
Further properties of Capr are given in Exercises 8.10 and 8.11, and in the
books of Hille [40, pp. 280-289] and Landkof [52].
We conclude this section with an interesting application of Theorem 2.36.
Theorem 8.17 If m 0 1, then 11,,, (Si -1) and f-l1 (Sn-1) are orthogonal to
each other as subspaces of L2(Sn-1). Furthermore, the orthogonal direct sum
®O0 7-f
m=0 m (Si-1) is dense in L2(S"-1)
Proof. Recall from Theorems 8.4 and 8.5 that l,n (Sn-1) is an eigenspace of S.
Hence, the orthogonality of 7-l n, (Sn-1) and Iii (Sn-1) follows at once from the
fact that S is self-adjoint. We may assume, by choosing r > 1 if n = 2, that
L2(Sn-1) c
S is strictly positive-definite on H-112(Sn-1).
Since the inclusion
H-1/2(Sn-1) is compact, the operator S: L2(Si-1) -+ L2(Sn-1) is compact
with ker S = (0). Hence, the eigenfunctions of S span a dense subspace of

L2(Si_1),
and to complete the proof it suffices to show that every eigenfunction
of S is a spherical harmonic.
Suppose for a contradiction that ly E L2(r) is a non-trivial solution of Sly =
µ1y on Si-1 for some (necessarily positive) µ, and that * 1 7-l,n(Si-1) for
every m > 0. It follows from Theorem 7.2 that * E C°°(Si-1), so by Theo-
rem 6.13 the single-layer potential u = SL * is C°O up to the boundary of the
unit ball. If ly,,, E 7-1,,, (S-1) is as in part (i) of Theorem 8.8, then for 0 < p < 1,
00
f
f - 1=1
SL*(pw)1/r(w)dw = 11 p,n
m=1 fJwI=1
,n(W)ly(co)do) = 0,
and so, sending p f 1, we see that (S*, l 0, implying, ly = 0, a con-

tradiction.
Solvability for the Neumann Problem
Solutions of the Neumann problem for the Laplacian are unique only modulo
constants; more precisely, the following holds.
Theorem 8.18 A function u E H' (Q-) satisfies

Au = 0 on cZ-,
(8.35)
a-u=0 onr
if and only if u is constant on each component of 12-. Likewise, u e Hloc(S2+)
satisfies
Au=0
avu=0
u(x) =
if and only if u is constant on each component of S2+ and, when n > 3, is zero
on the unbounded component of 52+.
Proof The first part of the theorem is a special case of Corollary 8.3. The
exterior problem is handled in a similar fashion, by applying the first Green
identity over S2p , and arguing as in the proof of Theorem 8.10.
Let Q, , ... , Op be the components (i.e., the maximal connected subsets)

of S2-, and define
1 on S2 ,
of =
0 on S2- \ S2i ,
for 1 < j < p. Thus, the functions v1, ..., vi,, form a basis for the solution
space of the homogeneous interior Neumann problem (8.35).
Theorem 8.19 Let f E H(S2-) and g E H-1/2(p). The interior Neumann

problem
-Au = f on Q-,
(8.36)
a,u=g onF,
has a solution u E H1(S2-) if and only if the data f and g satisfy
Jsz,
f dx + fasp,
gda=0 for t<j<p,
- (8.37)
in which case u is unique modulo the subspace span {ul, ... , vP}.
Solvability for the Neumann Problem 267
Proof In the present case, the conditions in part (ii) of Theorem 4.10 reduce
to
(vi, f)n- + (y vi, 8)r = 0 for 1 < j < p.
Let r denote the components of r, and define the function Xi on r

by
on I'i,
onF\ri,
for 1 < j < q. The lack of uniqueness for the Neumann problem gives rise
to a lack of uniqueness for the corresponding boundary integral equation; cf.
Exercise 8.17.
Theorem 8.20 A function i E H112(r) satisfies R,lr = 0 on r if and only if

1/r is constant on each component of r. Thus, the functions X I, ... , Xy form a
basis for ker R.
Proof. If Rill = 0, then the double-layer potential u = DL i/r satisfies
Au = 0
eau=0
u(x) = O(Ix12-")
so u is constant on each component of R" \ F, and thus f = [u]r is constant
on each component of r. To prove the converse, it suffices to observe that, by
the third Green identity,
1 inside I'i,
DL Xi (8.38)
0 outside I 'j,
so RXi = 8 DL Xi = 0 on F.
Corresponding to Theorem 8.12 for the operator S, we have the following

result on the positivity of R; see also Exercise 8.17.
Theorem 8.21 The operator R : H112(r) -- H-1"2(I') satisfies,
(R*,O)r = f `r grad DLi grad DL0dx for ,/r, 0 E H1/2(I') (8.39)

and
(Ri, Or ? cll*IIH'r(r)
for* E H1/2(P) such that (Xi, Or = 0 for 1 < j < q.
Proof. Let i/i, 0 E H'12(1'), and put u = DL i/i and v = DL ¢. As in the proof
of Theorem 7.8, we find that for p sufficiently large,
(Ri, Or = y+v - y v)r

= (Dn+ (u, v) + fin- (u, v) + f aB,,
da.
Since gradu(x) = O(Ixl-") and v(x) = O(Ixi1-11) as IxI - oo, the integral
over 8BP is 0(p-"), and we obtain (8.39) by sending p -+ oo.
It follows at once from (8.39) that (R 4r, 0r > 0. Moreover, if(Ri/i, r =0,
then grad u = 0 on R' \ T, so u is constant on each component of R" \ r, implying
that * = [ulr is constant on each component of F. Hence, by Theorem 8.20,
(Rill, ill) r = 0 implies Ri/i = 0. Therefore, the coercive, self-adjoint operator R
is strictly positive-definite on the orthogonal complement of ker R, and we may
appeal to part (iii) of Exercise 2.17.
Exercises
8.1 Let G (x, y) = G (x -y) be the fundamental solution given by Theorem 6.8
when n = 2 and P(4) = (2ir)21'I2.
(i) Show that
2ir
I"(1) -log27r
G(x) =
1
2ir
1
log lxI -F
27r
- (2,r)2 J
1
log I sin BI dB.
(ii) Use the substitution 0 = 20 to show that

2n
I log I sin 0 I d9 = -27r log 2.
8.2 Deduce (8.1) from

re`dt)
= Tf ePep"dp =
(L: 0
8.3 Show that if A E Rnxn is an orthogonal matrix, and if v(x) = u(Ax),

then Lv(x) = (Du)(Ax). In particular, when u is harmonic, so is v.
Exercises 269
8.4 Show that if u(x) = w(p), where p = IxI, then
Au(x)dew+n-ldw- 1 d
dpe p dp p' dp \ dp /
8.5 Show that T1 = -1 and T*+//eq = -*eq.
8.6 Assume the hypotheses of Theorem 7.3, take P =-A, and let X E r.
(i) Show that a:: (x) = -a [T+(x)]/T,,.
(ii) Show that limEl.o TE 1(x) _ -1 - [a+ (x) - a-(x)] = -2a+ (x).
(iii) Deduce that
T,l/(x) = -*(x) + (y) - *(x)] da,.

(x yl1y) [.
T. Jr
8.7 Deduce from (8.12) that the numbers N(n, m) have the generating func-
tion
00
m)z,,, 1+z
E N(n, Z)11-1
for IzI < 1.
,,,=o
8.8 Let b,,, = b,,, (n) be as in Theorem 8.7. Show that when n > 3, the
Legendre polynomials have the generating function
00
Ebm(n)P.(n,t)zm = 1 1,
m =0
(1 - 2tz + Z2)(n-2)/2
and by differentiating both sides with respect to z, derive the three-term

recurrence
Po(t) = 1, b1 P1(t) = (n - 2)t,

(m + 1)b,,,+1 P,n+1(t) - (2m + n - 2)t b,,, P,,, (t)
+(m + n - 3)b,,,-1'n-1 (t)=0 form > 1.
Show likewise that when n = 2,

00
1m P»,(2, t)zm = log 1 for IzI < 1
,,,=1 1 - 2tz + ze
and
Po(2, t) = 1 , P1(2, t) = t,
Pm+1(2, t) - 2t P,,, (2, t) + Pm-1(2, t) = 0 form > 1.
8.9 Recall the definition (8.29) of the inverse point xd with respect to the
sphere a Ba, .
(i) Show that
axk _ po) l2 x;xk
(s;k - 2IX11
axk CIXI
and
4
" axi ax; = PO
E
1=1 aXJ axk Ixl
8jk'
(ii) Consider two curves x =x(t) and y = y(t) that intersect at a point
a E II8n when t = 0. Show that
dxO dy= PO 4dx dy
when t = 0,
dt dt (Ia) dt dt
and deduce that the mapping x i--> xI is conformal, i.e., angle-
preserving.
(iii) Show that if E is a plane or sphere, then so is Ed. [Hint: consider the
equation a Ix 12 + b x + c = 0, where the coefficients a and c are
scalars, but b is a vector.]
(iv) Think of = xx as a system of orthogonal curvilinear coordinates
for x = , and deduce that
-2,q n [(PO)2j,-4 au
Au =
ICI) j=j
Next, establish the identity
P, 2-n a 2n-4 au
(ICI) a; (ICI)
(po) n 2 n-2
au a a2 uA
-2a; a; ICI + a; (ICI)
n-2 a2 n-2
a2
u
ICI)
PO (Iii)
PO
and finally conclude that

n+2 n a2 n-2 n+2 n
aupo) ICI po
a; (ICI) u =(IXI)
a2ud
a;'
1 1
where u° is the Kelvin transform (8.30).

Exercises 271
8.10 Let n > 3, and consider the exterior Dirichlet problem
Au = 0 on T2+,
y+u=1 on I',
u(x)=O(Ix12-n)
aslxl -+ oo.
Show that the unique solution is u = Capr SL *eq, and deduce that
Capr = -
f 8+ u dcr.
This result can sometimes be used to compute Capr; see Landkof [52,
p. 165].
8.11 Suppose that I' is a simple, closed curve in the complex z-plane, and let
w = f (z) define a conformal mapping of S2+ U r onto I w I > 1. Since
f is one-one on cZ+, it must have a simple pole at oo; see Markushevich
[63, pp. 90-91]. Thus, there is a constant pr such that
f(z)= Z +O(1) asz -* oo.

Pr
Moreover, we can assume that pr is real, because the domain I w I ? 1 is
invariant under rotation, i.e., under multiplication by e`9 for any angle 0.
The constant pr, is then known as the external conformal radius.
(i) Show that the real-valued function u defined by f = eh'+", satisfies
Au =0 on Q+,
y+u = 0 on I',
u(z) = log IZI
+0(l) as z - oo.
Pr
(ii) Hence show that
u = log r - 2n SL *eq,
Capr
and deduce that pr = Capr.

(iii) Suppose that a > b > 0, and let r be the ellipse
Iz-cl+lz+cl=2a, where c= a2-b2.

Thus, a and b are the semimajor and semiminor axes, respectively,
and c/a is the eccentricity. Verify that the formula
a+b a-b
z= 2 w+ 2w
defines a conformal mapping w l-4 z of the region I w > 1 onto 52+,

and deduce that Capr = 1(a + b). For further examples, see Landkof
[52, p. 172].
8.12 Prove the (crude) bound
diam(1') ifn = 2,
Capr _- (n - 2)T,, diam(I')"-2
if n > 3.
8.13 For any a > 0, we write ar = {ax : x E 17). By expressing the equilib-
rium density for al' in terms of the equilibrium density for r, show that
a Capr ifn = 2,
Caper = t&3_2Capr
if n > 3.
8.14 Derive the following variational characterisation of the capacity:
min
,/,EH-'12(r). (l.*)r=l
(Si, Or = (Sieq, *eq)r
12n log r
Capr
ifn = 2,
ifn>3.
Cap,LI
[Hint: if (1, *)r = 1, then fr = *o + *eq with (1, fo)r = 0.]

8.15 Let Q+ = C \ [-1, 1]. The formula
- 1Iw+w
Z-2 1
defines a conformal mapping w H z of the region I w I> 1 onto Q+. [This

mapping is a degenerate case of the one in Exercise 8.11 (iii) above.] Define
wr
fo(z) = log and f,n(Z) = form > 1,
2m w'"
and let
un, (x, y) = Re fm (z), where z = x + iy.

Exercises 273
(i) Show that w = z + z2 - 1, and that
ru z2 - 1 = ::+-i fl - x2 for-1 <x < 1.

(ii) Hence show that if -1 < x < 1, then
8:':U",
(x, 0) = vlimp ifmz)
T1 1 when in = 0,
= x
1 -x2 2(x±i 1 -x2 -'n when m > 1.
(iii) Let r = (-1, 1), and show that u,,, = SL 1/r,,,, where Vr,,, = -[8vu,,, Jr
is given by
2 P. (2-, x)
fo() 1 - xz
and d *,,,(x) = 1
xz
form > 1.
Here, P(2, x) is the Chebyshev polynomial (8.24).

(iv) Deduce that for x E r,
2 log 2r if m = 0,
1 r Pm (2, y)
2rrlog\ Ix-YI/ 1-y2 dy 1
l)m(2,X) if m > 1.
(v) Assume r Z, and express the solution of Si/ = f as a series

involving the Fourier-Chebyshev coefficients of f .
8.16 Let c2+, r and w H z be as in Exercise 8.15, but now put
um(x, y) = Re(2iwm+i form > 1.

)
(i) Show that um = DLi/r,,,, where 1/r,,, = [u,,,Jr is given by
sin(m + 1)0'
*.(x) = Q,,, (x) VI-1- - x2 and Qm (cos 8) =
sin 8
(The function Q,,, is the mth Chebyshev polynomial of the second
kind.)
(ii) Deduce that
1 -y2dy =
m- Q,n(x)
f.p. 2 Qm(Y)
27r EyO Jc-,,l)\B,(x) (x - y) 2
for-1<x<1.
(iii) Hence obtain an explicit series solution for the equation RI/r = f .
8.17 Let f E and g E H-1/2(1'), and put
h=Z(g-T"g)-a1gf,
so that Ri/r = h ig the boundary integral equation corresponding to the
interior Neumann problem (8.36) for the Laplacian; see Theorem 7.7.
Define an operator
R, : H1/2(F) - H-1'2(r)
by
q
R1i/r = Ri/i +>2(X,, *)rXj,
i=1
where X1, are as in Theorem 8.20.

, Xq
(i) Show that R, is self-adjoint, and that
(R1r, i)r ? cIII/FI12hIp() for all *E H1/2(1').
(ii) Show that TXJ = -Xj, and deduce that
(Xi,h)r=± fsi; nsz-

fdx+J gdQ fort < j <q,
r;
where S2j is the bounded, simply connected domain enclosed by l',,
with the + (-) case occurring when v points out of (into) S2j.
(iii) Explain why 0+ has q - p bounded components (and one unbounded
component).
(iv) Suppose q = p = 1. Show that the unique solution * of R I* = h
satisfies Ri/r = h if and only if the data f and g satisfy
fdx+ gdQ=0,
fn - r
the necessary and sufficient condition for the existence of a solution
to (8.36).
(v) Now suppose q = 2 and p = 1, with r1 and f'2 labelled so that they
are the boundaries of the unbounded and bounded componenents of
Q+, respectively. Show that the result in (iv) is still valid provided
either f = 0 and g I r, = 0, or g 1 r2 = 0. How can we proceed for
general f and g?
8.18 Let S2- be the lower half space {x E R" : x" < 0) so that I' = R't-1, and
let t/r, -0 E D(Rn-1)
Exercises 275
(i) Show that the double-layer potential for the Laplacian maybe written
as
DL X/r = -(a,, G) * (* 0 8).
(ii) Deduce that
a,DL1/r=1/r®S-}-G*(,L'Vr®S),
where A' _ E"-, 8? is the Laplacian in IR
-1
(iii) Hence derive the identities

n-1
R* = -SD'* and (Ri, Or = >(Saj*, ajo)r.
i=1
8.19 Show that in the case of the Laplacian, the functions ms and mR of Exer-
cise 7.8 are given by
ms(')= 1 and mR(')=irI'I

4n 1t'I
8.20 Let r = r0 U 11 U r1 be a Lipschitz dissection of r, so that F0 is an
(oriented) open surface, and define So ' = (S*)Iro and R0i/r = (R*)Iro
if supp c/r c r0.
(i) Show So : H-1J2(F0) - H1/2(ro) and R0 : H112(ro) -+ H-1/2(ro)
are Fredholm operators with index zero.
H-1/2(ro)
(ii) Show that there exists a unique distribution /r q E such
that is constant on ro, and (1, *q) ro = 1. We use *,,0 to define
Capro, the capacity of r0, in the same way as for a closed surface.
(iii) Prove for n > 3 that So is positive and bounded below on H1/2 (2r0).
1/
(iv) Let n = 2. Prove that S0 is positive and bounded below on H (F)
if and only if r > Capro, and that So : H-1/2(r0) --* H1/2(Fo) is
invertible if and only if r 54 Capro.
-1/2
(v) Prove that R0 is positive and bounded below on H(F0).
8.21 Show that the logarithmic capacity of a line segment equals one-quarter
of its length.
[Hint: use Exercises 8.13 and 8.15.]
8.22 As in Theorem 7.10, the interior, mixed problem for the Laplacian leads
to a 2 x 2 system of boundary integral equations of the form Aib = h,
where
_ ( SDD -2TDN
A
- L 2 TND RNN
Show that if S2- is connected, and if r > Caprp in case n = 2, then

A : H - H* is positive and bounded below on the space
H = H-1/2(FD) x H1/2(rN)
9
The Helmholtz Equation
Consider the scalar wave equation,
82U
-c2LU=0. (9.1)
8t2
We obtain a time-harmonic solution U(x, t) = Re[e-'aru(x)] if the space-

dependent part u satisfies the Helmholtz equation,
-Du - k2u = 0, (9.2)
with k = A/c. In this setting, the wave number k is real, but in the theory that
follows we shall allow the coefficient k2 to be any non-zero complex number.
It is convenient to assume, without loss of generality, that
0 < arg k «. (9.3)
This chapter begins by showing how separation of variables leads to Bessel's

equation, and by deriving a fundamental solution G(x, y) = G(x - y). (The
presence of the lower-order term in the Helmholtz equation means that we
cannot apply Theorem 6.8 to obtain G.) Next, we discuss the well-known
Sommerfeld radiation condition, and proceed to establish an existence and
uniqueness theorem for the exterior problem. The final section of the chapter
derives an integral identity that connects the sesquilinear forms associated with
the boundary operators S and R. The books of Colton and Kress [12], [13]
give more detailed treatments of the Helmholtz equation, emphasising integral
equations of the second kind.
The sesquilinear form associated with the Helmholtz operator P = -A - k2
is
(Dn(u,v)=J J
n
276
and since P* = -,L - k2,

au.
13"u = B"u = a"u =
av
Obviously, P is strongly elliptic. Also, P is self-adjoint if and only if k is real.
Separation of Variables
We begin our investigation of the Helmholtz equation (9.2) by seeking solutions
of the form
u(x) = f (kp)i/r(co) where x = pw and p = Ix1. (9.4)
It will be convenient to introduce the Beltrami operator, As -i, a differential

operator on the unit sphere defined by
As,,-,* = (ai)IS- where j (x) = i/r (co) for x 0 0.
Thus, i%r is the extension of i/r to a homogeneous function of degree 0.
Lemma 9.1 If u has the form (9.4), and if z = kp, then
Du(x) = k2( f"(z)i(w) +

Z
1
f,(z)i(w) + 1 (z)As-(w)).
Z2
f
Proof Since ap/axe = x3/p, we find that
XJ2
a,u(x) = p)2f"(z)+kp2 f'(z) I(x)

p
+ 2kpr f(z)a; (x).
Being homogeneous of degree 0, the function j satisfies Ej=1 xj aj >%r (x) = 0,

so
n
Du(x) = (k2f"(z) + k 1 f'(z))i(x) + f (z)Oi(x)
p
Finally, because A is homogeneous of degree -2,
k2
fi(x) = p-2A(w) = z2
giving the desired formula for Au(x).

278 The Helmholtz Equation
We now restrict our attention to the case when * is a surface spherical

harmonic, because * is then an eigenfunction of the Beltrami operator.
Lemma 9.2 If 1/r E Nm (Sn-1), then - As,,-i * = m (m + n - 2) *.
Proof Let v/r = u is., for a solid spherical harmonic u E 7-lm (RI). Since u (x) =
p'"* (co), we see that u has the form (9.4) with k = 1 and f (z) = z"'. Applying
Lemma 9.1, it follows that Au (x) = pm-2 [m (m + n - 2) * (to) + As,-, * (co)J,
which is identically zero.
Lemmas 9.1 and 9.2 show that when * E 7-1m(Sn-1), the function (9.4) is a
solution of the Helmholtz equation (9.2) if and only if f is a solution of
lf'(z)+I1-m(m Z2 -2)) f(z)=0.
f"(z)+n z (9.5)
This ordinary differential equation can be transformed, by putting

zQhi2,-1 f(z),
g(z) =
into Bessel's equation of order µ,
g"(z) + z g'(z) + C1 - )(z) = 0, (9.6)
with
n
µ=m+2-1.
Let J, denote the usual Bessel function of the first kind of order µ, which has
the series representation
(-1)P(z/2)µ+2P
J (z) _ for I arg z l « (9.7)
P=O P ! F (µ + p + 1)
The Bessel function of the second kind, Yµ, is defined by
J,, (z) cos rr µ - J-4 (z)

YN, (z) = for I arg i l < 7r, if µ 0 7L,
sin rrµ
and by
Y,,, (z) = 4lim Y. (z) for I arg z I < 7r, if m E Z.
The functions J. and YN, form a basis for the solution space of Bessel's
equation (9.6), so the functions

rr Jm+(n/2)-1 (z)
j. (z) =j m (n, Z) =
2 Z(n/2)-1
and
Ym (Z) = Ym (n+ z) = Vf7r2 Y,n+(n/2)-1(z)

Z(n/2)-1
form a basis for the solution space of the original differential equation (9.5). If
n = 3, then j,,, and y,,, are known as spherical Bessel functions.
(S"-1)
Lemma 9.3 Let u have the form (9.4), where 1 E Hn,
(i) If f (z) = j," (n, z), then -Au - k2u = 0 on R".

(ii) If f (z) = y,,, (n, z), then -Au - k2u = 0 on Ilk" \ 10).
Proof The preceding argument shows that in each case, u is a solution of the
Helmholtz equation on R" \ 101.
The series (9.7) shows that J.(z)/z"` is an entire function of z2, and therefore
the same is true for jm(n, z)/z"'. Since pm*(w) is a homogeneous polynomial
of degree m in x, it follows that if f = j,,,, then u is CO° on W, proving (i).
0
As z -* 0, the singular behaviour of the non-negative integer- and half-
integer-order Bessel functions of the second kind is given by
Yo(z) _ ?n [-r'(l) + log(z/2)][1 O(z2)] + O(z2),
and, for any integer m > 1,

-r(µ)
Yµ (z) = [1 + O(Z2)
7r(z/2) 11
-2 ( m z
1
/2)'7
1 og(z/2) [ + O (z2)l
1 i f /.c -
= m,
to if.t=m-2,
where each O(z2) term is an entire function of z2; see [1, p. 360]. We are
therefore able to show the following.
Theorem 9.4 For any constant a E C, a fundamental solution G(x, y) _

G(x - y) for the Helmholtz operator -A - k2 on R" is given by
G(x) = 2(2.,7r)("-1)/2
[-Yo(n, klxI) + ajo(n, klxl)]. (9.8)
If n = 3, then this expression reduces to

cos(klxl) +a sin(klxl)
G(x) (9.9)
47rIx1
Proof. By (8.1), if n > 3 and µ = (n/2) - 1, then

I'(µ) _ F(1 + p)//1 _ 1'(n/2)
7r2-u
7r2-9 (n - 2)7r2-n/2
27rn12/Tn 2(27r)(n-I)/2
2
(n - 2)7r2-n/2 (n - 2)Tn 7r
Thus, if Go(x - y) denotes the fundamental solution for the Laplacian given
in Theorem 8.1, then for n > 2,
kn-2
2(2n)(n-l)/2Yo(n,
kl xl) = Go(x)[1 + f (x)] + g(x) as Ixl -+ 0,
where f (x) = O (Ix 12) and
const + O(Ixl2) for n = 2,

g(x) = 0 for odd n > 2,
const x log(klxl/2) [1 + O(Ix12)] for even n > 2;
again, the O (IX 12) terms are analytic functions of Ix 12. To prove that G is a
fundamental solution, we let w = S + (A + k2)G and show that w = 0 on Rn.
In fact, since Ho(S"-I) consists of the constant functions, Theorem 9.3 implies
that w is independent of the coefficient a, and that w = 0 on Rn \ {0}. Thus,
it suffices to show that w is locally integrable on R. We know already that
-OGA = S, so w = k2GA + (A + k2)(GA f + g), therefore, as lxI -* 0,
O(log Ixl) if n = 2,
w(x) = { O(Ixl2-n) if n > 3,
and the result for a general n follows. In the particular case n = 3, we can use
Exercise 9.1.
The Sommerfeld Radiation Condition

When dealing with exterior problems for the Helmholtz equation, it is conve-
nient to introduce the Hankel functions of the first and second kind,
Hu1)(z) = JN,(z) +iYN,(z) and Hµ)(z) = Jµ(z) - iY,.(z),

which form an alternative basis for the solution space of Bessel's equation. We
also put
h (z) = Jm (z) + 1Ym (z) and (Z) = Jm (Z) - lYm (Z),
writing h(1) (n, z) and h(2) (n, z) when it is desirable to indicate the dimen-
sion n explicitly. If n = 3, then and h,(nt) and h,(n2) are known as spherical Hankel
functions.
From the standard asymptotic expansions for the Bessel functions - see
Abramowitz and Stegun [1, p. 364] or Gradshteyn and Ryzhik [29, pp. 961-
962] - we find that
h,(11) (Z) = 1 [e'tz-(2'+"- 1).,/4)] + 1)],

z (n-1)/2 OC
{\
(9.10)
Z1 Z
hm2) (z) = (n-1)/2 Ce-i[z-(2m+n-1)n/4)] + O Z J,
L 1\\ J
as z - oo with -rr < arg z < 7r. By Lemma 9.3, the function
u(x) = hI')(kp)i/r(w) forx = pw, * E'H.(Sn-1)

(9.11)
is a solution of the Helmholtz equation, and the corresponding time-harmonic

solution of the wave equation (9.1) satisfies
Re [e-tar h(;) (kp) * (w)}

= pcos[kp - At - (2m + n - 1)nr/4] + O(p-(n+1)/2)
as p - * oo. Physically, this solution is an outgoing or radiating wave; if h ;2j is

used in place of h;,;), then we obtain an incoming wave.
Definition 9.5 Write x = pcw with p = I x I and co E Sn', and let u(x) be a
solution of the Helmholtz equation for p sufficiently large. We call u a radiating
solution if it satisfies the Sommerfeld radiation condition
um p(n-1)/2
C
au
p
- iku) = 0,
uniformly in co.
The derivatives of h;,;) and h(2) have the asymptotic behaviour
d l)
= 1
z (n-1)/2
[e' 2nn-1),r/4)1
+
o\( i,
(9.12)
dhn,z _ -i [e_2m+n1)a/4)1 +
dz z(n-l)/2
p(n-l)/2 (au _ iku) = o 1 ), (9.13)

ap / \p
and is therefore a radiating solution. Also, by taking a = i in (9.8), we obtain
a radiating fundamental solution,
kn-2
G(x) = klxl), (9.14)
and, as a special case,

eikI.t
G(x) = when n = 3. (9.15)
47rIxI
Recalling our assumption (9.3), we note that if Im k > 0 then G (x) has expo-
nential decay at infinity.
The following theorem reveals the connection between Definition 9.5 and our
earlier treatment of radiation conditions for general elliptic equations; recall the
definition of the operator M given in Lemma 7.11.
Theorem 9.6 Let u be a solution of the exterior Helmholtz equation
-Au-k2u=0 onQ+,
and suppose that M is defined using the radiating fundamental solution (9.14).
(i) If Mu = 0, then u satisfies (9.13).

(ii) If u satisfies
2
au
lim
P-'a% aBr,
-ap- iku dcr = 0, (9.16)
then Mu = 0.
Hence, the requirement Mu = 0 is equivalent to the Sommerfeld radiation

condition.
Proof. By enlarging S2- if necessary, we can assume that u is C°O on SZ+. By

Theorem 7.12, if Mu = 0, then u = DL y+u - SL 8v u on Q+, so part (i)
follows from Exercise 9.4.
Assume now that u satisfies (9.16). We claim that
Iul2dcr=O(1) asp-+ oo. (9.17)

LBp
In fact,
2 2
-au
ap
- iku 8u
ap
I + IkI2IU12 +2Im1
au
kavul,
and by applying the first Green identity over the bounded domain SZp = S2+ n
Bp, we see that
f(gradu12-k21uI2)dx=fBpavuda- f a-vuda. (9.18)
(In the first integral on the right, v is the outward unit normal to S2p+, but in
the second integral v is the inward unit normal.) Multiplying (9.18) by k, and
taking the imaginary part, we obtain
- f Im(kaa u) da = Im(k) Ik12Iu12) dx
- JBPI m(kavu) da
and so
'
2
Im(k) f12 (Igradu12 + Ik12Iu12) dx + j Ik121u12 I dQ
2 \I aU I +
- f Iml k a 4 uJ da as p oo. (9.19)
The claim (9.17) now follows from our assumptions that k # 0 and Im k > 0.
To complete the proof of (ii), we simply write
Mu(x) = G(x, iku(y)] day

Ja BPp
[a,,. G(x, y) - ikG(x, y)]u(y) day
-JB A
for p sufficiently large, and then apply the Cauchy-Schwarz inequality, noting
that the radiating fundamental solution G (x, y) = G (x - y) satisfies
Ix - yl-(n-u day .5 C
f IG(x, Y) 12 day < C
sP JaBP
and
f Ia,i,yG(x, y) - ikG(x, Y)I2 day < C J Ix - YI-(n+1) dory < Cp-'-

aP aBP
0
We are now in a position to give an expansion of the fundamental solution

in spherical harmonics or Legendre polynomials.
Theorem 9.7 For m > 0, let {*n,p : 1 < p < N(n, m)} be an orthonormal
basis for The radiating fundamental solution G(x, y) = G(x - y)
given by (9.14) has the expansion
oo N(n,m)
=ikn-2
G(x, y) hm)(klxl)srnep(xllxl)jm(k!Y!)/mp(Y/IYI)
M=O p=1
ikn-2 00
N (n, m) h(,) (k l x l)jm (kl y l) P, (n, cos 0)
T. m=0
forlxI>IYI>0,
where
cos 8 =
IxIIYI
Proof Let E 1-1,,, (Si-1), and put
u(y) = j,n(kp)i/r(co) and v(y) = h;;)(kp)*(w) for y = pa.
By Lemma 9.3, we have -Au - k2u = 0 on W, and -Av - k2v = 0 on

R' \ {0). Hence, Mu = u by Exercise 7.5, and therefore by Theorem 7.12,
f aP
[a",yG(x, y)u(y) - G(x, day = 0 for IxI > p, (9.20)
whereas My = 0 by Theorem 9.6, so
f [a,,,yG(x y)v(y) - G(x, day = v(x) for lxl > p. (9.21)

aP
It follows from Exercise 9.3 that

cu
j,n(z)ddz m) = _
dzt m z
so the combination x (9.20) - j,,,(kp) x (9.21) gives the equation
f P
for lxl > p,
or equivalently,
G(x, pW)/(w) da) = ik,=-2j».(kp)h;)(klxl)*(x/Ixl) for lxl > p.
By Theorem 8.17, we have

00 N(n.m)
G(x, y) = G(x, pw) = E E f
m=o p=1 .
, G(x, prl)*,np(n) dri *,np(o)),
implying the first expansion, and the second then follows by Corollary C.2.
However, so far we have proved only convergence in the sense of L2(S"-I).
It is easy to see from the definition of the Legendre polynomial P," (n, t) im-
mediately following Lemma 8.6 that
I P. (n, t) I < 1 for -1 < t < 1,

so the mth term in the second expansion is bounded by N(n, m)Ih(;)(klxl)j,,,
(k I y 1)1. Using the standard large-argument approximations [ 1, p. 365),
Jµ(z) = and
(?-)[1+o1]
Yp (z) } [I + 0(1)] asµ -+ 00

µ \ ez
(with fixed z), we find after some calculation that
iy,n(klxl)jm(klyl) [1 +o(1)]
-i (k1 1)
In
[I + 0(1)] asm -±oo.

2m+n-2(klxl)
Since (8.14) shows that N(n, m) = O(m"-2) as in -+ oo with n fixed, the
expansions converge pointwise for Ix I > I y 1.
Uniqueness and Existence of Solutions
Theorems 4.12 and 8.2 imply that for each Lipschitz dissection r = I'D U 11 U
rN there exist interior eigenvalues 0 < Al < A2 < , and corresponding
interior eigenfunctions 01, -02, ... in H1 (S2-), satisfying
-L\/b1 =,,joj on S2-,

Y-0j = 0 on 1'D,
aOj=0 On PN,
with O j not identically zero. Therefore, by Theorem 4.10, the interior problem
-Du -k2u = f on n-,

Y -U = gD on FD, (9.22)
au u = gN on rN,
has a unique solution u E H1(S2-) for each f E H-1(S2-), gD E H1/2(rD)

and gN E H-1/2(FN) if and only if k2 is not an interior eigenvalue. Otherwise,
a solution exists if and only if the data satisfy
(4j, Do- + (Y-0j, gN)rN = (a, 4'j, gD)rp for all j such that Aj = k2.
Notice that since X j > 0, if Im k > 0 then k2 cannot be an interior eigenvalue,
and so (9.22) is uniquely solvable.
The following result of Rellich [86] will help us to prove uniqueness for
exterior problems.
Lemma 9.8 For any real wave number k > 0, if
-Au-k2u=0 on R"\BPo
and if
lim
P-+oo f
xI=P
I u (x) I2 do. = 0, (9.23)
then u = 0 on R" \ BPo.
Proof. Let (1//mp : 1 po, so

oo N(n,m)
u(x) = E E fmp(kP)hI/mp(co) for x = pw, p > po and w E S)'-
M=O p=1
Uniqueness and Existence of Solutions 287
where
fmp(t) = J u(k-1 tw)rmp(w) dw for t > kpp.

n-I
The sum converges in L2(Sn-1), and
00 N(n,m)
Iu(x)I2 dax =j n -i
Iu(Aw)I2An-1
dw = E An-1
Ifmp(kP)I2.
Ixl=p M=O P=1
Since u satisfies the Helmholtz equation, the function fmp is a solution of (9.5),
and hence
fmp(t) = amlphin)(t) + amphm)(t)
for some constants amp and am2p. By (9.10),
lan pe2i(kp-(2m+n-1)a/4] +amPl2

A"-1I fmp(kP)I2 = + O(A-1),
so the assumption (9.23) implies that a npeie +am2p = 0 for all real 0. Therefore,
amp = a, ;,p = 0, which means that fn p is identically zero.
Lemma 9.9 Suppose that u E H1oc (S2+) is a radiating solution of the Helmholtz
equation, i.e., suppose
-Au-k2u=0 on Q+
and
lim A(n-1)l2 au - iku) = 0. (9.24)

A
If
Im(k f (8v u)u de) > 0,

r
then u = 0 on 0+.
Proof If Im k > 0, then we see from (9.19) that fsi+ I u (x) 12 dx 0 as p -

oo, and thus u must be identically zero on 52+. If Im k = 0, then we can apply
Lemma 9.8 because (9.19) shows that f xl=p I u (x) I2 d cx -* 0 as p oo, and
k > 0 by our assumption (9.3).
The desired uniqueness theorem follows at once.

Theorem 9.10 I fu E H11 (S2+) is a solution of the homogeneous exterior mixed

problem
-Au - k2u = 0 on 52+,

y+u = 0 on I'D,
a+u=0 onrN,
and if u satisfies the Sommerfeld radiation condition (9.24), then u = 0 on W.
It is now possible to deduce existence results for exterior problems using

boundary integral equations. For brevity, we treat only the pure Dirichlet prob-
lem; but see also Exercise 9.5.
Theorem 9.11 If f E H-' (S2+) has compact support, and if g E H 1/2 (I'), then
the exterior Dirichlet problem for the Helmholtz equation,
-Au - k2u = f on 52+,

y+u = g on r,
has a unique radiating solution u E HioC(SZ+).
Proof. We have already proved uniqueness. By Theorems 7.15 and 9.6, a so-
lution exists if and only if there exists i/r E H-1/2(r) satisfying
Si/r = y9 f - 2(g - Tg) on F. (9.25)
(In the usual way, to define 9f we view f as a distribution on Rwith supp f c

52+.) Theorem 7.6 shows that the Fredholm alternative is valid for this boundary
integral equation, and by Theorem 7.5 the set ker S* consists of all functions
of the form a. v where v E H' (S2-) is a solution of the interior homogeneous
adjoint problem
-Lv-k2v=0 on Q-,
y-v=0 on T.
Using (7.5) and the second Green identity, we find that for all such v,
YGf - 2(g - Tg))r = Y (Gf +DLg))r

= (y v, a. (9f +DLg))r
_((_A_ k2)v, gf + DLg)o_
+ (v, (-A - k2) (g f + DL g)) n_ .
Each of the three terms on the right vanishes, because y-v = 0 on F, (-A -
k2)v = O on S2-, and (-t - k2)(G f +DL g) = f = 0 on S2-. Thus, * exists,
as required.
We remark that the solution fr of the boundary integral equation (9.25) is

unique if and only if k2 is not an interior Dirichlet eigenvalue for -A.
A Boundary Integral Identity

In this section, we derive a remarkable identity connecting the hypersingular
boundary integral operator R with the weakly singular operator S, associated
with the Helmholtz equation in 1[83. This identity, together with analogous ones
for other elliptic equations, was introduced by Nedelec [75] as a way of avoiding
the evaluation of hypersingular integrals in Galerkin boundary element methods
involving R. It will be convenient in what follows to work with the bilinear
form instead of the sesquilinear form
For any scalar test function w E D(I83) and any vector-valued test func-
tion W E D(I83)3, we have the identities
div(uW) = (grad u) W + u div W,

div(wF) = F F. grad w + (div F)w,
div(F x W) _ (curl F) W - F curl W,
if, say, u : JR3 -* C and F : R3 -± C3 are C'. Consequently, the divergence

theorem implies that
(grad u, W) = - u div W dx,

J arty
(div F, w) = - F grad w dx,

Ja3
(curl F, W) = f F curl W dx,
Jrt;
so for distributions u E D*(R3) and F E D* (R3)3,
(gradu, W) = -(u, divW),

(div F, w) = - (F, grad w),
(curl F, W) = (F, curl W).
Given a scalar test function E D(I83), we shall write Or = Ojr, and define
yt and at by
(YtOr, (Or, fr)r and (8v0r, (Or, 8v5v )r for * E D(R3);
cf. (6.14). The following identities hold in the sense of distributions.
Lemma 9.12 If 0, * E D(R3), then
div y`(Orv) -a'. Or and curl yt(Orv) -y`(v x y grad 0) on R3.
Proof We have
(div YL(Orv), w) = -(Yt(Orv), grad w) = -(Orv, y grad w) r

_ -(Or, avw)r = (-8.'Or, w),
which proves the first part of the lemma. Next,
(curl y`(4rv), W) = (ryt(Orv), curl W) = (Or v, y curl W)r
= v y (0 curl W) da,
Jr
so by the divergence theorem,
(curl y`(Orv), W) = F
JL
div(cb curl W) dx.
From the identities
div (0 curl W) = grad 0 curl W + 0 div curl W = grad curl W + 0
and
div (grad 0 x W) = (curl grad ) W - grad curl W = 0 - grad ¢ curl W,
we have div(O curl W) = -div(grad 0 x W). Thus,
(curl y`(Orv), W) = f div(grad 0 x W) dx v (grad o x W) da

Jsrzt fr
_- J
r
which proves the second part of the lemma.
Now fix a 0 E D(R3), and define
u = DL Or on R3 and Ft = grad u} on
using, in the double-layer potential, any fundamental solution of the form (9.9).
We also construct a locally integrable vector field F : R3 _+ C3 by putting
F = I F+ on 52+,
F- on S2-.
In this way, the support of the distribution F - grad u is a subset of 1'. Two
further technical lemmas are required.
Lemma 9.13 As distributions on R3,
u = -div SL(Or v), grad u = F + y`(Or v),

div F = -k2u, curl F = yt(v x y grad 0).
Proof. Using Lemma 9.12, we find that since 8j commutes with the convolution
operator G,
u = DL Or = 9(8vOr) _ c(-div Y`(Or v))

= -divc(y`(Orv)) _ -divSL(Orv).
Next, since
(F-grad u,W) =J3(F.W+udivW)dx

and
f(F. W+udivW)dx =f }
f div(u±W)dx = F v y}(uW)da,
zt r
it follows by the jump relation for the double-layer potential, [u] r = [DL 'r ] r =
Or, that
(F-gradu, W) =- fr v -(cbrYW)do = -(Orv,YW)r = (-Y`(Orv),W),
so grad u = F + y`(tr v). Another application of Lemma 9.12 gives
div F = div[grad u - y`(Orv)] = Au + 8tbr,

and since -Au - k2u = (-A - k2)GB,t,¢r = a,`,Or, we see that div F = -k2u.
Finally, since curl grad u = 0, the second part of Lemma 9.12 implies that
curl F = curl[gradu - yt(Orv)] = yt(v x y grad 0).
Lemma 9.14 The vector potential
A = g(curl F) = SL(v x y grad 0)
satisfies
div A = 0 and curl A = F - k2 SL(Orv) on R3.
Proof Since div curl F=O, we have div A = div g (curl F) = 9 (div curl F)
0, whereas since
curl curl F = grad div F - A F = grad(-k2u) -AF

= -k2[F + Yt(cbrv)] -AF = (-OF - k2F) - k2yt(Orv),
we have
(curl A, W) = (curl g(curl F), W) = (9 (curl curl F), W)

= ((-A - k2) F - k2yt(Or v), G W)
= (F, (-Lx - k2)gW) - (k2c(YtOrv), W)
= (F - k2 SL(4,rv), W),
as claimed.
We can now prove the main result for this section; see also Exercises 8.18
and 9.6.
Theorem 9.15 Let G (x, y) = G (x - y) where G is given by (9.9). If 0, i/r E

D(R3), then
(ROr, +/rr)r = (S(v x Y grad-0), v x y grad *) r - k2(S(Orv), frv)r
Proof. Using the definition of R and the first Green identity, we see that
(Ror, fr)r = (-av u, fr)r = + (grad u . grad * - k2ui/i) dx,

Jet
Exercises 293
and on 01 we have
grad u grad aJr - k2ui/r = [curl A + k2 SL(Orv)] grad * + k2 div SL(4rv)*
= curl A grad * + k2 { SL(0r v) grad
+ [div SL(Or v)]i/r }
= div[A x grad 1/r + k2 SL(¢rv)*].
Hence, the divergence theorem gives
(Ror, *r)r = - J v y[A x grad dQ

r
_ (yA, v x y grad *)r - k2(S(Orv),1/r'rv)r,
and finally y A = S(v x y grad 0). 0
Exercises
9.1 Show from the series definitions of JI12 (z) and Y112 (z) that the zero-order
spherical Bessel functions may be written as
sin z -cos z
Jo(3, z) _ and yo (3, z) _
z z
9.2 Prove Theorem 9.4 by showing that as Ix I -+ 0,
I O(Ixl log lxi) if n = 2,

a;G(x) = a;Go(x) + +
O(Ix13-n) if n > 3,
and then arguing as in the proof of Theorem 8.1.
9.3 Show that if f and f2 are solutions of the differential equation (9.5), then
their Wronskian
fi f2
W = W (fl, f2) _
fl' f2
is a solution of
dW +n-1W=0.
dz z
Deduce that W = const/z"-', and in particular
W
(h(,'), (2))
n, h n? = -2i and W Um, ym) _
Z"-I
[Hint: use (9.10) and (9.12).]
9.4 Let G(x, y) = G(x - y) be the radiating fundamental solution given

Sn-1
by (9.14), and write x = pco with p = Ix I and w E
(i) Show that Ix - yI = IxI - w y + O(IxI-1) as IxI oo, uniformly
foryEF.
(ii) Use (9.10) and (9.12) to show that
k(n-3)/2e-i(n-3)Yr/4 eikp
SL 1Jr(x) = 2(27r)(n-1)/2 p(n-1)/2
x (f(f e-ikmy*(y)day+O(p-I)
and
k(n-3)/2e-i(n-3)n/4 eikp
DL 11f (x) = 2(2.7r)(':-1)/2 p(n-1)/2
f (a,,ve-ikw,y)i(y)
xC day + O(p-1)l
r
as Ix I -* oo, uniformly in w.
(iii) Show that SL f and DL f satisfy the Sommerfeld radiation condition.
(iv) Deduce that if u E Him (Q+) is a radiating solution of the -Au -k2 u =
0 on 52+, then there exists a unique function uc,. E CO°(Si-I) such
that
eikp
p(n-1)/2 [uoo(w) + O(p-1)] as p -+ oo,
uniformly in w. The function u,,. is called the far field pattern of u.

(v) Show that if u... = 0 on Sn-1, then u = 0 on Sa+. [Hint: use Lemma 9.8.]
9.5 Show that if f E H-I (S2+) has compact support, and if g E H-1/2(I'),
then the exterior Neumann problem for the Helmholtz equation,
-Au - k2u = f on 52+,

8v u = g on l',
has a unique radiating solution u E HIa, (S2+). [Hint: reformulate the

Exercises 295
problem as a boundary integral equation involving the hypersingular opera-

tor R, and apply the Fredholm alternative as in the proof of Theorem 9.11.]
9.6 Show that, in two dimensions, the identity of Theorem 9.15 takes the form
(ROr, *r)r = (Sai0, atf)r - k2(S(Orv), irrv)r for 0,' E D(R2)

where r = (-V2, vi) is the tangent vector to I' satisfying v x r = e3, and
a,0 = r grad 0 denotes the tangential derivative of 0.
10
Linear Elasticity
In the preceding two chapters, we considered the simplest and most important
examples of scalar elliptic equations. Now we turn to the best-known example
of an elliptic system, namely, the equilibrium equations of linear elasticity. For
the history of these equations, we refer to the article by Cross in [30, pp. 1023-
1033], the introduction of the textbook by Love [60], and the collection of essays
by Truesdell [101]. Our aim in what follows is simply to show how the elasticity
equations fit into the general theory developed in earlier chapters. Necas and
Hlavd6ek [73] give a much more extensive but still accessible treatment of these
equations, without, however, discussing boundary integral formulations.
Let u denote the displacement field of an elastic medium. Mathematically,
u : 7 -+ C', so m = n in our usual notation, and physically u is R"-valued
and the dimension n equals 3. In Cartesian coordinates, the components of the
(infinitesimal) strain tensor are given by
Ejk(u)=Z(ajuk+akuj) forj,kE(l,2,...,n),
and we denote the components of the stress tensor by E jk. Thus, using the
summation convention, the kth component of the traction over r is vi E jk. (The
traction is the force per unit area acting on S2 through the surface T.) If f is
the body force density, then in equilibrium we have
aJ Eik + fk = 0. (10.1)
For a linear homogeneous and isotropic elastic medium, the stress-strain rela-
tion is
E jk (u) = 2µE jk (u) + A(diV u)s jk,
where the Lame coefficients µ and X are real constants. We can write the
296
Korn's Inequality 297
equilibrium equations (10.1) in our standard form Pu = f by putting
Pu = -a3Bju and (13ju)k = Ejk(u).
Notice that the conormal derivative has a direct physical meaning:
B, u = traction on r,
and since
aj Ejk =,1 aj(ajuk + akU j) + a.ak(div u) = µajajuk + (µ + ).)ak(diV U),
the second-order partial differential operator P can be written in the form
Pu = -µ/u - (µ + A) grad(div u). (10.2)
This chapter begins with a proof of Korn's inequality, thereby establishing

that P is coercive on H 1(S2)" . After that, we derive the standard two- and
three-dimensional fundamental solutions. The third and final section discusses
uniqueness theorems and the positivity of the boundary integral operators, but
only for the three-dimensional case.
Korn's Inequality
We see from (10.2) that the Fourier transform of Pu is P u ( ), where P ( )
is the homogeneous, R"'-valued quadratic polynomial with jk-entry
Pjk( ) = (27r
or, letting I, denote the n x n identity matrix,
(202[µI I21" + (µ + A) (10.3)
Thus,
fori ElR' andnEV,

and therefore P is strongly elliptic if and only if
µ > 0 and 2µ +.l > 0; (10.4)
cf. (6.5). Landau and Lifshitz [54, p. 11] explain the physical significance of
(10.4). Since
(BjU)*ajV = Ejk(u)aJVk =2pEjk(it)ajVk+X(dlvu)akVk

= 21.LE jk (u)Ejk (v) + A(div u) (div v),
298 Linear Elasticity
the sesquilinear form associated with P is
(pc(u, v) = f [21LEjk(u)Ejk(v)+A(divu)(divv)]dx.
For a physical displacement field u : 0 -+ 1R3, the quadratic form
2Osz(u, u) = 2 f Ejk(u)Ejk(u)dx
z
is the free energy of the elastic medium within S2; see Landau and Lifshitz [53,
p. 12]. It will be convenient to let grad u denote then x n matrix whose jk-entry
entry is ajuk, and to write
IIE(u)Ili2(sz)"xn = f Ejk(u)Ejk(u)dx and

z
8juk8jukdx.
J
Notice that
cl z(u, u) = 21L11E(u)IIi2(U)"xn
+ I1divu11t2(12). (10.5)
If the Lame coefficients satisfy (10.4), so that P is strongly elliptic, then

we know from Theorem 4.6 that (D is coercive on Ho (S2)". In fact, a stronger
result known as Korn's first inequality holds. Recall that, by Theorem 3.33,
Hi (Q)" = Hp (S2)" if S2 is Lipschitz.
Theorem 10.1 If 0 is an open subset of R", then
IIE(u)112 (n)1xn >_ grad u11L2foru E (Q) n.

all
Proof. It suffices to consider u E D(O)". As in the first part of the proof of
Theorem 4.6, we apply Plancherel's theorem to obtain
kuj)(17T)(5juk+} kuj)d
JR" Ejk(u)Ejk(u)dx = fR#l
=j "
I . ul2) d
2 f 2
j=1
fR- Iaju12dx.
The result follows, because we can replace R" by 0 in both of the integrals
with respect to x. 0
A much deeper result is Korn's second inequality (or just Korn's inequality).
Theorem 10.2 If S2 is a Lipschitz domain, then
IIE(u)IlL,()nxn ? cllgradUHL,(f)nxn - CIIuIIL2ISZ),7 foru E H'(SZ)n.
Proof. The left-hand side has the form (4.10) with L = n2, and for convenience
we change the index set, writing N1ku = EJk (u) instead of N u. Since
.AIku = 2(a;uk + aku;) = 2(ekaj +ei ak)u,
we have (Nfku (x) } = Njk (i2rc )u (l; ), where
NJk ( ) = 2 (ek1 + e Sk).
The desired inequality holds because the hypotheses of Theorem 4.9 are sat-
isfied, with q,. = 1 for 1 < r < m = n. For instance, when n = 3 and
r=1,
1N11(e)T =tiel, -6 N22 )T =2el,
2NI1(S)T = 12e1, -1N23(e)T +3N12()T +2N,3( )T = 2e3e1,
t3 N, ]( )T = 1e3e1, -1N33( )T +3N13()T + 3N31( )T = t3e1,
and the other cases can be handled in the same way.
In view of (10.5), Korn's second inequality implies the following result,

which allows us to apply the general theory of elliptic systems. Necas and
Hlavacek [73, pp. 46-49] give simple physical arguments showing that both
Lames coefficients should be positive for typical elastic materials.
Theorem 10.3 For any Lipschitz domain S2, the elasticity operator (10.2) is
coercive on H I (S2)" if µ > 0 and X > 0.
Since the polynomial (10.3) is homogeneous, we may obtain a fundamental
solution for the elasticity operator using Theorem 6.8; see Landau and Lifshitz
[54, p. 30] for an alternative approach.
Theorem 10.4 If µ # 0 and 2µ + A # 0, then a fundamental solution G (x, y)

G(x - y) for the elasticity operator (10.2) is given by
T
G(x) 8nµ(2µ + .X)

C(3µ + X) 1 13 + (µ +,X) IxI3)
I
when n = 3,
(10.6)
and by
G(x) =
1
4gµ.(2µ +X)
((3p' + .) log 1 I2 + (µ + A) xxTI2)
I
1
IX
when n = 2.
Proof By (10.3), if CO E S", then
P(w) = (2n)2[µ1 + (µ +,l)WWT ]
and so by Exercise 10.1,

z
p(w)-I = (27r) [(2µ + ),)I - (µ +))WWT ].
µ(2µ + ),)
Assume that n = 3, and choose an orthonormal basis ?71, 712 E JR3 for the plane
normal to x, so that the unit circle in this plane has the parametric representation
SY : w1 = (cos 0)x1i + (sin 0) 712 for -7r < B < n.
By Theorem 6.8(iii),
z
+ ),)I3 - (µ + )A)wlwl] dw1,
G(x) - I µ(2µ + X) J [(2µ
and since
fs
xx T
+ (sine 0)r1271i] dO = 7r (7JI 17T + 712711) = 7r (13 - IxI2 )'
the formula for G(x) follows.

Suppose now that n = 2; by (6.13), the formula
-(2n) z
G(x) = J((log Iw xI)[(2µ + ),)12 - (µ +)-)wwT ] dw
µ(2µ +,X) sI
defines a fundamental solution. The vectors

x 1 x, X,21
ni = = and
Ixl - Ixl X2 J7, Ixl L
form an orthonormal basis for R`, and by putting co = (cos 9)r71 + (sin 0) 112
we see that
log Iw xI dco = T log(Ix cos01) dO = 2.7r log IxI + const

Js 1 _n
and
(log 1w x l )WWT dco

Js'
=J log(Ixcos01)[(cos20)17,riT +(co59sin9)(ri,riz +rl2rli)
+ (sin2 9)7721i2 ] d9
" 1 +cos 20 T 1 - cos 20 T1 dB.

J 1og(IxCOSel) 2 ,+ 2 2 J/
n
An integration by parts gives
f
;r
rr
log (Ix cos 91) cos 20 d0 =
-,
sin O sin 20
Cos 9 2
dO =
,IT
n
sine 0 dO = rr,
and one easily verifies that
xxT
'?Irli +rl2riz =12 and ntrli -7722 =2Ixle -12,
so
1 / 2xxT
I 7rI
f (log lc) xl)wwTdco= 1 r log(IxcosOl)dO12+ 1x12
12)
= rr log Ix 112 + it x 12 + const,
leading to the stated formula for G(x). U
Uniqueness Results
Throughout this section, we assume that the components of u are real, and treat
only three-dimensional problems.
To apply the Fredholm alternative (Theorem 4.10) to the mixed boundary
value problem in linear elasticity, we must determine all solutions of the homo-
geneous problem. As a first step, we show that the only strain-free displacement
fields are the infinitesimal rigid motions, and that such displacement fields are
also stress-free.
Lemma 10.5 Let S2 be a connected open subset of R3. A distribution u E

D*(52;R3) satisfies E(u) = 0 on S2 if and only if there exist constant vectors
a, b E R3 such that
u(x)=a+bxx forxES2. (10.7)
Moreover, in this case E(u) = 0 on S2.
Proof. Let B = [b,3] E 83x3 denote the skew-symmetric matrix defined by

Bx = b x x, i.e.,
0 -b3 b2
B= b3 0 -b1
-b2 b1 0
Ifu(x)=a+b xx,then ajuk =bkj,so Ejk(u) = 1 (bkj + bjk) = 0.

To prove the converse, assume that E(u) = 0 on S2. Since, with the notation
of (3.9) and (3.10),
E(*,*u)='YE*E(u) on(xES2:dist(x,I')>e},
we can assume that u E CÒ(S2)3. The diagonal entries of the strain tensor are
just Ejj(u) = ajitj (no sum over j), so
a1u1 = a2u2 = 83113 = 0 on 0.
Since the off-diagonal entries of the strain tensor also vanish, we can show that
a2u1=83u1=0, 82
a1u3=a2u3=0 on Q;
for instance, a uk = al (2Elk (u) - aku 1) = -ak (al u 1) = 0. Therefore, Fu = 0

on 0 if (a I > 3, implying that u is a quadratic polynomial in x. In fact, the
vanishing of the partial derivatives listed above shows that u must have the form
ul(x) = al + b12X2 + b13x3 + C1X2X3,
u2(X) = a2 + b21X1+ b23X3 + C2X1X3.
u3 (X) = a3 + b31x1 + b32x2 + c3X1X2,

for some constants aj, bik and cj. Since E(u) equals
0 b12+b2, b13+b31
1
b,2 + b2, 0 b23 + b32
b, 3 + b3, b23 + b32 0
1 0 (C) + C2)X3 (Cl + C3)X2
+ 2 (Cl + C2)x3 0 (C2 + C3)x1
(Cl + C3)X2 (C2 + C3)xl 0
we conclude that bfk = -bk! and c! = 0 for all j, k.

Finally, if u has the form (10.7), then E(u) = 2AE(u) + A(divu)13 = 0
because E(u) = 0 and div u = E!j (u) = 0. O
Theorem 10.6 Assume that 0 is a bounded, connected Lipschitz domain in

and that the Lame coefficients satisfy
A>0 and A>0. (10.8)
Let W denote the set of solutions in H' (S2; R3) to the homogeneous, mixed
boundary value problem
-p Au - (µ + A) grad(div u) = 0 on 0,
yu =0 on I'D, (10.9)
0 on F.
(i) If I'D # 0, then W = {0}, i.e., (10.9) has only the trivial solution.
(ii) If I'D = 0, so that (10.9) is a pure Neumann problem, then W consists of
all functions of the form (10.7) for a, b E 1R3.
Proof. If U E H' (Q)3 is a solution of (10.9), then c(u, v) = 0 for all v E

H1(Q)3 such that yv = 0 on I'D. In particular, by taking v = u and recalling
(10.5), we see that
2 tjIE(u)IIL,(Q)3x3 +AIIdIvuIIL,(g2) = 0.
Our assumptions on a and A then imply that E(u) = 0 on Q, and so u has the
form (10.7).
If FD # 0, then, because rD is relatively open in r, we can find x, y, z E rD
such that x - y and z - y are linearly independent. From the three equations
a+bxx=0, a+bxy=0, a+bxz=0,

it follows that b x (x - y) = 0 and b x (z - y) = 0, and we conclude that
b = 0. (Otherwise, x - y and z - y would both be scalar multiples of b.) In
turn, a = 0, and part (i) is proved.
If I'D = 0 and u has the form (10.7), then E (u) = 0 on S2, by Lemma 10.5,
and so u is a solution of the homogeneous Neumann problem, i.e., u E W. 0
To conclude this section, we consider the boundary integral operators
S : H-'t2(F; 1183) H112(F; 1183) and R : H't2(r; R3) -+ H-1/2(1,; R 3)
associated with the three-dimensional elasticity operator (10.2), and defined

using the standard fundamental solution (10.6).
Theorem 10.7 Assume that the Lame coefficients satisfy (10.8).
(i) The weakly singular boundary integral operator is positive and bounded
below on the whole of its domain, i.e.,
(Si, Or ? cIIrf1H-,r-(r)3 for all Ir E H-1/2(r; R3).

In particular, ker S = (0).
(ii) The hypersingular boundary integral operator is positive and bounded
below on the orthogonal complement of its null space. Indeed, if SZ- is
connected, then the six functions Xi : I' -+ 1183 (1 < j < 6) defined by
X1(x)=el and X,+3(x)= e1xx forxEI'and1<l<3

form a basis for ker R, and we have
(R1G, Or >- cII*II 1r_(r)3
for* E H1t2(r; R3) such that (Xj, Or = 0 for 1 < j < 6.

Proof. By Theorem 10.3, the assumptions on µ and X ensure that the elasticity
operator (10.2) is coercive on H1(Q'; Since, in three dimensions, the
R3).
elastic single-layer potential satisfies
SL*(x) = O(Ixl-1) and gradSLt/r(x) = O(Ixl-2) as Ixl -+ oo,
we can argue as in the case of the Laplacian (Theorem 8.12) to show that
(S*, O)r = (Df[2tEJk(SL

+(SL 1/i, SL O) + - (SL i*r, SL 0)
=llr)Eik(SLgi) +A(divSL*r)(divSL0)]dx
Exercises 305
for all i/r, q5 E H-112(x)3. In particular,
(S*, 1G)r = 2p lE(SL )IILz(R3)3x3 +.klldivSL,GllLz(R3) > 0.
Moreover, if (S*, i)r = 0 then E(SL ir) = 0 on 1R3, so SL*(x) = a +b x x

for some a, b E R3. In fact, a = b = 0 because SL * (x) -+ 0 as Ix I - + oo,
and hence i/r = -[By SL *]r = 0. Part (i) now follows by arguing as in the
case of the Laplacian (Corollary 8.13).
Turning to the hypersingular operator, we can argue as in Theorem 8.21 that
(Ri/r, cb)r = (D+(DLt/r, DL.O) + (D-(DL,/r, DL-0) for all i/r, 95E H1/2(I')3,
andinparticular (R1/r, Or ? 0. Moreover, if (Rir,1/r)r = 0, then E(DL i/r) _

0 on St}, implying that E (DL /r) = 0 on SZ} and hence Ri/r = -B, DL t/r = 0
on r. Exercise 2.17 then shows that R is positive and bounded below on the
orthogonal complement of ker R.
To complete the proof of part (ii), we assume that Sl- is connected. It suffices
to show that t/r E ker R if and only if ti = u I r for some u of the form (10.7).
Let Ri/r = 0 on F. Since (Ri/r, Or = 0 we have E(DL ifr) = 0 on W-
as above, and so by Theorem 10.6, there are vectors a±, b± E 1R3 such that
DL i/r (x) = a± + b± x x for x E SZ±. In fact, a+ = b+ = 0 because DL i/r (x) -*
0 as Ix I oo, and hence /r = [DL i/r] r = u I r where u is given by (10.7) with
a= -a_ andb=-b_.
Conversely, suppose that ilr = u I r where u (x) = a + b x x for x E R3.
Since Pu = 0 on Sl, and 0 on I', the third Green identity for u reduces
to u = - DL i/r on SZ-, implying that 0 = -Br, DL i/r = Ri/r on I', i.e.,
i/r E ker R.
Exercises
10.1 Show that ifa00,a+b#0andwES"-',then
(aI + bwwT)-1 = a(a + b) [(a + b)I - bwwT ].

10.2 Nitsche [79] gives the following elementary proof of Kom's second
inequality for C1 domains. (The same paper also extends the method
of proof to cover Lipschitz domains, with the help of a regularised
distance.) Suppose first that S2- is the hypograph x" < (x'), and let
u E H 1(S2-)". Given s > 0, we define us E H 1(S2+)" by reflection in
the surface x _ (x'), i.e.,
us(x) = u(x', (x') - s[x" - (x')]) for x > (x'),

and then consider v E H I (S2+)" of the form
I au''+bu''. ifl < j <n-1,

vj =
pu,+qu,', ifj=n,
for unspecified constants a, b, p, q, s and t such that s > 0 and t > 0.
(i) Show that y+v = y-u if and only if
a+b=1 and p+q=1.

(ii) Show that if x E Q+, then
(aju)r(x)
(ajus)(x) _ +(1 for 1 < j < n - 1,
-s(a"u)s(x) for j = n.
(iii) Deduce that for I < j < n - I and I < k < n - 1,
Ejk(v) = aEjk(u)s +bEjk(u)' + all

(a"Uj)Sak0 + 2(1 + t)[(anukYaj + (anuj)'akf],
whereas
E,,,,(v) = -spE, (u)S - tgEnn(u)'-
(iv) Show that if
p = -sa and q = -tb,

then for 1 < j < n - 1,
Ep,(v) = pEj,,(u)s +qEj"(u)' + (1 +s)E..(u)sajg
+ 2(1 + t)E,,,,(u)'8j 2
(v) Show that
IlusllL,cn+) = s-I IIuIIL2c01.,,

Exercises 307
and deduce that, with M = max l < j <,1_ 1 Il aj 11 cx (!rt°-' )'
CI IIE(u)IIL2(9-)"" +C2M
where Cl and C2 depend only on a, b, p, q, s, t and n.

(vi) Choose (say) a = -2, b = 3, p = 4, q = -3, s = 2 and t = 1, so
that these constants satisfy the conditions in parts (i) and (iv), and
define U E H 1 (R")' by
on 2
U= I u ,
L u on 52+.
Show, by applying Korn's first inequality (Theorem 10.1) to U, that
2(1 +C1)IIE(u)Ili
+ 2C2 M2 Ilgrad U112
and deduce that if M < 1 / 2C2 then II grad u II L, (sI-)"" x <
(vii) Finally, use a partition of unity to prove Kom's second inequality

(Theorem 10.2) for a C 1 domain (with compact boundary).
10.3 For n = 2, the elasticity operator (10.2) has the form
2 2
Pu = -> aj(Ajkaku)
j=I k=1
where
21L+ ,X
All 01, o],
µ L
µ 0
A22 =
0 2µ+.1]'
Thus, f o r Z ; I = [ t1 121T, 2 = R2I ,221T E R2,
2 2
j=1 k=1
4µ+2), µ+X 0 0
I µ+A 4µ+2), 0 0
= 2[fitl 22 12 2I1
2µ µ+A
0 0
0 0 µ+A 2µ
Assuming P is strongly elliptic, so that the Lame coefficients satisfy
(10.4), show that the condition (4.9) fails to hold if h > µ or if -2µ <
A < -5µ/3.
10.4 Show for n = 3 and for u e C I (7)3 that the surface traction can be
written as
-µ(v x curl Or.

[Hint: first establish the identity (v x curl u)k = P J 8k U f - V J 8 J uk .]
10.5 Consider the pure Neumann (i.e., pure traction) problem in linear elastic-
ity:
-µEu - (µ + X) grad(div u) = f on 0,
on1.
Show that a solution exists if and only if the resultant force and the resultant
torque both vanish, i.e.,
r
J f(x)dx+J g(x)dcx = 0
r
and
xx f(x)dx+ f xxg(x)dar=0.
Jn r
Appendix A
Extension Operators for Sobolev Spaces
We say that E : WP(S2) -* W, (1R") is an extension operator if E is bounded

and satisfies
Euln = u for u E Wp(S2).
For our purposes, the significance of such operators stems from Theorem 3.18.
If Q is Lipschitz, then a construction due to Calderbn [8] yields, for each
integer k > 1, an extension operator Ek : WP (S2) -3 WP (R) that is bounded
for 1 0, and bounded
for 1 < p < oo. In the case when 0 is smooth, there is a simpler construc-
tion, due to Seeley [93]; see Exercise A.3. In the main result of this appendix,
Theorem A.4, we shall use a modified version of Calderon's extension.
Suppose that S2 is a hypograph,
S2=
(x x _ 1), and the function : 1R11- I -- R is Lipschitz:
Mix' - y'i for x', Y' E R"-'. (A.2)
A crude extension operator is obtained simply by reflection in the boundary

of S2.
Theorem A.1 If 0 is the Lipschitz hypograph (A.1), and if
U (X) for x E S2,

Eou(x) =
1u(x',2 (x')-x") forx c- W' \S2,
then Eo : W p (S2) --* Wp (IR") is bounded for 0 < s < 1 and I < p < oo.
309
310 Extension Operators for Sobolev Spaces
Proof Puti = (x', xn). One easily verifies that x E 0 if and only if
x E R" \ 0, and vice versa, with x = x. Moreover, the Jacobian determinant of
the transformation x H x is identically equal to -1. Thus, II Eou II L,,(W'\n) _
IIUIILP(n), and IIEouIIL,,(R11) = 211uIILn(12) Also, if x E R" \ 0, then
8;u(2) for 1 < j < n - 1,

ajEou(x)
-anu(2) for j = n,
implying that
II8;UIILP(s2) +2MIIanUIIL,,(52) fort < j < n - 1,

{
I1 u11 z,,(9)or
8 f j = n.
Hence, Eo : W, (0) --+ WP (R") is bounded if s = 0 or 1.
Assume now that 0 < s < 1 and 1 x').
n
I2- Iu(2)-u(y)Ipdxd
n+ps Y,
Iu(x) -
13 = >t(Y') dxdY.
fL,<(X), Ix - Y 112+p$
v,
Since I2, - 5 I < 21(x') - (y')I + Ixn - /f 4M2 IX - y1, we see
<n
that
Iz-j'I<2 1+M21x-yI,
and so
lu(2)-u(Y)Ipdxd
11
Ix - yIn+Ps y
p
< (2 1 +
M2)n+Ps I u(x) - u(y)1 dz d"Y =C uIs P.
IL (X7, ?5,<;(Y') IX- f I
If x,, > (x') and y < (y'), then
-Y'I,
Extension Operators for Sobolev Spaces 311
so
Ix - Iy +x,, - 2C(x')I < ly - +21x,, - (x')1 < CIx -y I,
and hence
I2- Iu(x)-u(Y)IPdxd
ff Ix - YI,1+Ps y,
<c Iu(x) -u(Y)Ip

dz dY= cIuIP P.sz,
X..<tcs>. Ix - y1n=+PS
Similarly, 1 3 < C I u I ° P n, giving the desired bound for Eou.

Finally, consider the remaining case 0 < s < 1 and p = oo. If x > (x')
and y" > (y'), then
I Eou(x) - Eou(y)I = Iu(z) - u(Y)I < Iuls.oo.nlx - YI'`
< [2V-1 + M2lsluls,oo,szlx - yls.
If x > (x') and y < (y'), then

Eou(x) - Eou(y)I = Iu(i) - u(y)l < Iuls,..nIi - yls < CIuls,.,S21x - yls,
and similarly if x < (x') and y > (y'), then I Eou (x) - Eou (Y) I < C l u (s,oo,5
Ix - yIs.
To obtain an extension operator for s > 1, we shall use the Sobolev repre-
sentation formula; recall the notation of (3.7).
Lemma A. 2 For each integer k > 1, if i/r E C°°(S"-') satisfies

(-1)k
f -1=1
f(co) dco =
(k - 1)!'
(A.3)
and if u E C o ,(R" ), then
u(x)=f u(k) (x
+ y; Y) dy for x E R".
t^ * \ I_ I'
Proof By Exercises A.1 and 3.5,
u(x)
(k -11)!
(k_I()(
00
dp x + pco) dp
k °o
(k- 1)!
pk-lu(k)(x+pco;co)dp.
10
Multiplying both sides by * (w) and integrating with respect to co, we see
that
00
*(c)) f p-flu(x + pco; pw) p"-1 dp dm.
u(x) = f
uI=1 0
We use the abbreviation I u 1 µ for the Slobodeckil seminorm on R" with p = 2.
Lemma A.3 If K E C ( \ (0}) is homogeneous of degree 1 - n, and if

u E D(R"), then
IIa,(K * u)IIHs(II) < CIIUIIH=(RH) for-oo<s<oo,

and
laj(K*u)lu <CIuIK for0 <µ < 1.

Proof Since K is locally integrable on R",
81(K * u)(x) = (K * aju)(x) = lim) K(x - y)aj u(y) dy,

E1,0 Iy-XI>E
and since
a;.y[K(x - y)u(y)] = -a;K(x - y)u(y) + K(x - y)a;u(y),

the divergence theorem gives
xj -
y' K(x - y)u(y) day = - j ai K(x - y)u(y) dy
fly_Xj=45 E y -XI>E
+f K(x -y)a;u(y)dy.
ly-xl>E
Making the substitution y = x - Eco and using the homogeneity of K, we see

that the left-hand side equals
f
wl=t
cojK(Eco)u(x Eco)&' dco = f
WI=t
coK(w)u(x - Eco)
so, defining aj = f.I=) cod K (co) dw, we have
af(K*u)(x)=aju(x)+lim
E,,0
f fly-xI>E
a;K(x-y)u(y)dy.
Extension Operators for Sobolev Spaces 313
Hence, by Exercise 5.14, the desired estimate for aj (K * u) will follow at once
if we show that
ajK(co)dw=0. (A.4)
Choose a cutoff function X E C 1P(0, oo) satisfying f0 X (p) dp/p = 1. Inte-

gration by parts gives
f ajK(x)X(Ix1) dx = - K(x)X'(Ix1) X dx,

,.
fR" 1X I
and by transforming to polar coordinates, we have
aj K(Pw)X (P)Pi-1 dp dw
fp>O jwl=rI
p>o f"'1=1
K(Pw)X'(P)wjpn-1
dpdw,
which, using the homogeneity of aj K and K, simplifies to
f0
00
X(P)dp f
P IWI=1
ajK(co)dco=-f' X'(p)dp f
I"I_1
K(w)wjdo.
Since ff ° X (p) dp/p = 1 and fo x'(p) dp = -X (0) = 0, the function Kj

satisfies (A.4), as required.
We are now in a position to obtain the desired extension operator.
Theorem A.4 Assume that 0 is a Lipschitz domain. For each integer k > 0,
there exists an extension operator Ek : WZ (Q) -* W2 (R") that is bounded
forks <k+1.
Proof. We may assume that S2 has the form (A.1). Define the semi-infinite cone
V = {yER":y"<-Mly'IJ,
and observe that by (A.2),
x+VCQ forxEQUT.
Fix an integer k > 1 and a function * E CO0 (S"-1) such that (A.3) holds, with
supp * c Sn-1 n V.
Let X E C ,-..p [0, oo) be a cutoff function satisfying X = 1 on a neighbourhood
of 0, and replace u (x + y) by X (I Y I )u (x + y) in the proof of Lemma A.2 to
obtain the identity
k
u(x) _ E *,(y)u('(x + y; y) dy for x E S,
1=0 Jv
where
(k)jlk_l_fl(k...l)(1l),(_)
*1 (Y) = forO 2 (pa * ua)(x)
1=0 Jv Ial=1 lal<k
for'x E R",
where
"a (Y) = I' *,(-y) (-y)' for la l =1,
so that EkuIk = u. If Ial <k, then 1a E C o ,p(R'), because if l <k, then

X (k-1) vanishes on a neighbourhood of 0. However, if la I = k, then %Pa coin-
cides on a neighbourhood of 0 with a homogeneous function of degree k - n. It
follows from Lemma A.3 that
HOOP. * f)IIL2(R11) < CIIfIIL,(R") forlal <kandlfil <k,

so by Theorem A.1,
IIEkull (R-) _ IIaflEkullL2(R") < C

IRI<k lal<k
CE 118aU112
- CIIUIIW,(n).
lal<k
Exercises 315
Also, if 0 < j.c < 1 then
CIIfIIL2(R1) iflal <k or < k,

_
10R. * f)Im,>R <
{ Clf lµ,p if lal = k and I1I = k,
implying that
Ia1Ekal >Rn <_ C

I I" I=k
CIIUI12
)+C El
la"ul'2`.,
=CIIUI1wk+ ).
I"I=k
Exercises
A.1 Show that, for any integer k > 1, if f : [0, oo) -+ C is a Ck function with
compact support, then
_ k o0
tk-1 fck) (t) dt.
.f (0) =
(k -11) Jo
A.2 In Exercise A.3, we shall need a sequence (,lk)k° satisfying o
00
E 2'klk = (-1)' for all j > 0. (A.5)

k--O
(i) Let ao, ..., aN-1 be distinct complex numbers, let b be any complex
number, and consider the N x N linear system
N-1
E(ak)'xk=b' for0< j <N-1.
k=0
Show that the unique solution is given by

N-1
aj - b
xk = for 0 < k < N - 1.
aj - ak
1=0
h 4k.
[Hint: by Cramer's rule, xk is the ratio of two Vandermonde determi-

nants.]
(ii) Show that
00 00
1 <fl(1+2-') C and c<jj(1-2-') <1.

i=o 1=1
(iii) Deduce that the sequence
00 1 + 2-j
,kk = 1 1 - 2k-j
i=0
jek
satisfies
Ixkl <c11
k
2i - 1
1
<C
j.1 2J-i
= k 1 C
2k(k-1)/2
j=1
and is a solution of the infinite linear system (A.5).

A.3 Seeley [93] has given a simple construction of an extension operator for
the half space c2 = R. Let the sequence (,kk) be as in Exercise A.2,
1
and define
u(x) if X. < 0,
Eu(x) _ 00
Xku(x', if x > 0.
I k=°
(i) Show that E : D(Q) -+ D(R").
(ii) Show that E : Wn (S2) -+ WP (R") is bounded for s > 0 and I 0, and choose a cutoff function X E C mp[0, co)
satisfying x (y) = 1 for 0 < y < 1. Define the C°'µ epigraph
n = {(x, Y) E R2 : y > IxI'`},
and the function

y'-Ex for (x, y) E Q.
u(x, Y) = (y)
(i) Show that u E W2 (S2) if E < 2(µ-' - 1).
(ii) Show that u l C°'- (Q) if I - E < X < 1.

(iii) Deduce that no extension operator from W2 (S2) to W2(llt2) exists.
Appendix B
Interpolation Spaces
Suppose that Xo and X 1 are normed spaces, and that both are subspaces of some
larger (not necessarily normed) vector space. In this case, X0 and X1 are said
to form a compatible pair X = (Xo, X1), and we equip the subspaces Xo n X1
and Xo + X 1 with the norms
IIuIIX,)1/z
IIulIxonx, = (IIuIIXa +
and
11U1 11X21)1/2
IIuIlxa+x, = inf {(IIuoIIX0 +
u = uo + ul where uo E Xo and u1 E X1 }.
Notice that for j = 0 and 1,
X0 nX1 cXj cX0 +X1,
and these inclusions are continuous because
IIuIlxa+x, < II U II x1 < II ulIxonx,
If XI c Xc,then XonX, =X1 andXc+X1 =X0.

In this appendix, we present a general method for constructing, from any
given compatible pair X, a family of normed spaces
Xe,q = (Xo, X 1)e.q for 0 < 9 < 1 and I < q < oo,
each of which is intermediate with respect to Xo and X1, in the sense that
Xo n X1 c Xe,q c Xo + X1. (B.1)
317
318 Interpolation Spaces
Moreover, we shall see that XB,q has the following interpolation property. Take
a second compatible pair of normed spaces Y = (Yo, Y1), and two bounded
linear operators
Ao : Xo -+ Yo and A, : X 1 -+ Y1.
If
Aou = Alu for U E Xo n X1,
then AO and A 1 are said to be compatible, and there is a unique bounded linear
operator
AB : XB,q -* YY,q
such that
ABU =Aou = Alu foruEXonXl. (B.2)
We will also show that if X0 and X1 are Sobolev spaces based on L2, then so
is X8.2
For technical reasons, it is convenient to construct Xe,q in two different ways.
Thus, we shall define two spaces, Ko,q (X) and Jo,q (X), and show
X B,q = KB,q (X) = Je.q (X ),
with equivalent norms. The K-method will be used to prove the interpolation
properties of HS (c2), after which the interpolation properties of HS (Q) follow
by a duality argument that relies on the J-method. We conclude by considering
the interpolation properties of HI (F). For more on the theory of interpolation
spaces, see Bergh and Lofstrom [5].
The K-Method
The K -functional is defined for t > 0 and u E Xo + X 1 by
K(t, u) = inf {(IIuoIIX0 + t2IIu111X,)112

u = uo + u l where uo E X0 and U1 E X1 }.
When necessary, we write K (t, u; X) to show explicitly the choice of the com-
patible pair X = (Xo, X1). For fixed t > 0, the K-functional is an equivalent
The K-Method 319
norm onX0+X1:
K(t,.Xu) = IXIK(t, u), K(t, u + v) < K(t, u) + K(t, v)
and
min(l, t)Ilullxo+x, <- K(t, u) < max(l, t)Ilullxo+x,
If we fix u, then the K-functional is a non-decreasing function of t, and in fact,

for all positive s and t,
min(1, t/s)K(s, u) < K(t, u) < max(l, t/s)K(s, u).
Next, we define a weighted Lq-norm,
00 dt lq
llflle,q
=
` It-e.f(t)Iq r
0
for 0 < 9 < 1 and 1 < q < oo,
with the obvious modification when q = oo,
Il f Ile.00 = ess sup It-If (t) I.

t>0
This weighted norm has an important dilatation property, namely,
Ilt H f(at)Ile,q =aellflle,q fora > 0. (B.3)
Now define
Ko,q(X) = (u E Xo + X1 : II u)IIe,q < oo},
and put
II u11 K., (x) = u) III,?,
where the constant Ne,q > 0 may be any desired normalisation factor. As the
default value, we take
I ifl q <oo,
(B.4)
Nq Ilmin(l, )Ile,q I[qO(1-9)Vk if q = oo,
1
and thereby simplify the statement of the next lemma.

Lemma B.1 Assume the normalisation (B.4).
(i) If U E Xa fl Xj, then u E K°,q(X) and
II'IIxe.,(X) -< IIu11X-°IIuIIX, < Ilullxonx,
(ii) If U E K°,q(X), then u E Xo + X,, with
K(t,u) <t°Ilullxe.g(x) and Ilullxo+x, < IIu11xe.,(x)
Proof We can assume u 54 0. Put a = II u II x, / II a II x-, so that
K(t, u) < min (Ilullxo, tllullx,) = Ilullxo min(l, at), (B.5)
and hence u)Ilo,q < Ilullxoa°II min(l, )Ile,q = Ilullxo°IIuIIX,/N°,q, im-

plying the inequality II u II xe,, (x) < IIuIIX-°IIuIIX,. Next, taking p = (1 - 0)-',
we have
s)p u IP*,)r
(Ilu!Ix- + (II
Hull X-°IIuIIX, < p = (1 - 9)Ilullxo +alluIIx,
< [(1 - 9)2 +02]'/211u11xonx,,

completing the proof of (i). In a similar fashion, the inequality min(1, s/t)
K(t, u) < K(s, u) implies that
t-" 11 min(l, )II°,7K(t, u) <- u)Ilo,q,
and so K(t, u) < t9 11 u11X,.q Finally, because min(l, t) 11 u11 X" +X, < K(t, u) we
have II u II xo+x, /No,q < II K u)11 °.q, which completes the proof of (ii). 0
Lemma B.l shows that X°,, = K°,q(X) satisfies (B.1), with continuous
inclusions. The next theorem establishes the interpolation property. Here, the
choice of normalisation is irrelevant (provided it is the same for X and Y).
Theorem B.2 If the bounded linear operators AO : Xo Yo and A, : X 1 -+

Yi are compatible, then there exists a unique bounded linear operator A° :
K°,q (X) -+ Ko,q (Y) satisfying (B.2). In this case, if Ma and M1 are positive
constants such that
IlAjullrj < Mjllullxj fore E Xj and j =O, 1,

then
IIAoullxo.g(r) < Mo-9M°IIuIIxo.q(X) foru E Ko,q(X).

The J-Method 321
Proof If AB exists, then it must satisfy Aeu = Aouo + A1u1 whenever u =

uo +u1 with u1 E Xj, so uniqueness is clear, and Exercise B.1 shows that A9u
is in fact well defined in Yo + Y1. Put a = M1 /Mo, so that
K(t, Aeu; Y) < (IlAouo11Y0 +t21IA1u111Y,)1,2 < (Mo11 uo112 +t2Mi 11u111x,)1/2
< Mo(Iluollzo + (at)211 u111x1/2.
Hence, K(t, Au : Y) < MOK(at, u; X), and so by (B.3),

M0 _B
II As u II K0.q (Y) < Moae 11 u ll K, (X) = MB II U KII g cx>
11 O
The J-Method
Our second construction of Xe,q uses the Bochner integral for functions taking
values in a normed space, and we digress briefly to review a few pertinent
definitions and facts; see Yosida [106, pp. 130-136] for more details.
Let (S, A) be a measure space and let Z be a normed space. We say that a
function f : S -+ Z is finite-valued if there exist finitely many vectors Uk E Z
and mutually disjoint p-measurable sets Ek c S with A(Ek) < oo such that f
takes the constant value Uk on Ek, and is identically zero on S \ Uk Ek. In this
case, the integral of f is a well-defined vector in Z, given by
f (t) dµt = uk/) (Ek)

Is k
A function f : S -* Z is said to be strongly Z-measurable if there exists a

sequence f,,, : S --> Z of finite-valued functions such that ,,,(t) converges
to f (t) in the norm of Z for A-almost all t E S. In this case, the real-valued
function t t-+ II fn (t) - f (t) II z is measurable, and if the condition
lim fSI1
m-.oc fn(t)-f(t)Ilzdlkt=0
is satisfied, then f is said to be Z-integrable. The integral of such an f is well

defined, as a vector in the completion of Z, by taking the limit of the integrals
of the f,,,. A strongly Z-measurable function f : S -+ Z is Z-integrable if and
only if the real-valued function t i-+ II .f (t) II z is integrable, in which case
fs
.f(t)dA,
z
< f s
11f(t)Ilzd,ir
Resuming our consideration of Xo,q, we define the J functional,
J(t, u) = (IIuIIXo +t211ul1z.)1/2 fort>O and uEXoflXi.

For each fixed t > 0, the J-functional is equivalent to the usual norm on Xo fl X1,
and for each fixed u E Xo fl X1, the function t -+ J(t, u) is non-decreasing.
Furthermore,
min(1, t/s)J(s, u) < J(t, u) < max(1, t/s)J(s, u)
and
K(t, u) < min(1, t/s)J(s, u). (B.6)
We define Je,q (X) to be the subspace of Xo + X 1 consisting of those vectors u

that possess a representation
u= f0
00
f(t)t
(B.7)
for some function f satisfying

00
11 f (t) 11 xo+x, d t< oo and fb II f (t) 11 xonx, d t< 00
for0<a<b<oo.
Of course, f is assumed to be (Xo fl X1)-measurable, and hence also (X0+X i )-
measurable. The space J9,q(X) is equipped with the norm
II u11 j,., (x) = inf 11t H J(t, f (t)) 11 o.q,
where the infimum is taken over all possible representations (B.7).
Theorem B.3 If 0 < 0 < I and I < q < oo, then Je,q (X) = Ke,q (X) with
equivalent norms.
Proof Suppose that u E Je,q(X) has a representation (B.7). Using (B.6), we

see that
K(t, u) < fo
00
K(t, f (s)) d < fo
s
00
min(l, t/s)J(s, f(s))
ds
s
= fo
00
min(1, 1/s)J(ts, f(ts))d
s
The J-Method 323
so
°O ds
f min(1, l/s)s011 J(.,.f())II8,q
0 s
and hence
II UII J9.q(X)
Jo00
min(1, 1/s)se
ds - l11 IIJ9.,(x
Conversely, suppose that u E Ko.q (X), and let c > 0. For each m E Z there
is a decomposition u = uon, + U I., with urn, E Xj and
Iluon,IlXo+t (1+E)K(tm,u)2, where t,,, =2n'
By Lemma B.1, K (t,,, , u) ::S C t e I I u I I Ka.4 (x), so I l uom l l xn = 0(t,',,) and II u,n, ll x, _
O(te-'). In particular, IIuo,nI1xo -* 0 as m -+ -oo, and Ilu1,,,11x, 0 as
m -,- +oo. Define f : (0, oo) -+ Xo fl X, by
f(t) _ UOm - Uo,m-1 - Ul.m-1 - Uln,
for t,,,-1 < t < tm,
log 2 log 2
so that
u- J
r-M
f(t)dt
Xo+X,
= U-
-M<n,<M'
(UOn, - UO.m-1)
Xo+X,
= Ilu - UO.M' + u0,-M II xo+x,
= II u0.-M + U 1.M' II xo+x,
IIu1,M'IIX,)1/2,
(Iluo,_MIIX0 +
implying the representation formula (B.7). Moreover, if tm_1 < t < tn then
(log2)2J(t,1(t))2 = Iluon, - uo.rn-IIIXo +t211u,,n,-1- u,mUx,

< 2[IIu0,nII2X0 Iluo,m 112
2[(l + E)K(t,n, u)2 + 4(1 + E)K(t,,,_,, u)2]

< 2(1 + E)[(tm/t)2 +4]K(t, u)2 < 16(1 + -)K(t, u)2,
and so (log 2)11J(.,f('))IIe,q <4 E Je,q(X)and

IIu11Ja.4(x) < u)IIo,q.
We now show that the K- and J-functionals are dual to each other.
Lemma B.4 If X0 fl X 1 is dense in X0 and in X1, then Xo fl X 1 is dense in
Xo + X1, and X * = (Xo, X i) is a compatible pair of Banach spaces. Moreover,
Xo + X- = (Xo fl X1)* and Xo fl x * = (Xo + X1)*,
with equal norms. In fact, for each t > 0,
I (8, u)I
K(t, g; X*) = sup and
0 uExonx, J(t- , u; X)
I (g, u) I
J(t, g; X*) = sup
'05kuEXo+X, K(t-1, u; X)
Proof. Given u = uo + u 1 E Xo + X1, the density assumption means that we

can find sequences uo,,, and u 1 in Xof1X1 such that uj,» -+ uj in Xj as m --* oo.
Define u», = uom + U lm E Xo fl X1, and observe that um - u = (uo,,, - uo) +
(ulm-u1),So llu»,-uIlX0+x, Um U
in Xo + X1, showing that Xo fl X 1 is dense in Xo + X 1. Also, the continuous
dense inclusion Xo fl X2 c Xi gives an imbedding X! c (Xo n X1)*, so Xo
and X i can be viewed as subspaces of (Xo fl X 1)*, and hence form a compatible
pair.
Let g E Xo + X i , and take any decomposition g = go + gl with gj E X .
For U E Xo fl x 1, the Cauchy-Schwarz inequality implies that
I(8 u)I (so, u)+(81, u)I
so I(g, u)I < K(t, g; X*)J(t-1, u; X). In particular, by putting t = 1 we see

that g e (Xo fl X1)* and llgH(xonx,)- < llgllxo+x;
Conversely, let g E (Xo fl X 1) * and put
I(8,u)I
M, = sup
o#uExonx, J(t-1, U'; X)
We equip the product space Xo x X 1 with the norm
+t-211U1112)'11,
II(uo, ul)Ilxoxx, = (IIuollX0
and denote the diagonal subspace by W = {(u, u) : u E Xo fl X1 }. Now define

a linear functional g w on W by
(gw, (u, u)) = (g, u) for it E Xo fl X1,

The J-Method 325
and observe that
I(gw, (u, u))I < M,J(t-', U; X) = M, II (u, u)Ilx0Xx
so the Hahn-Banach theorem gives (go, g1) E Xo x X = (Xo x X 1)* such

that
(gw, (u, u)) = ((go, gi), (u, u)) = (go, u) + (gi, u) for u E Xo fl X1,
and
II(go, g1)Ilxoxx; _ (IIgoIIXo +t211g11IX1/2 = M,.
Hence, g = go + gi E Xo + Xi, and K(t, g; X*) < M. In particular, putting

t = 1 gives Ilgllxo+x; < M1 = IIgll(xonx,)»
Next, let g E Xo fl X. If u = uo + u1 E Xo + X1, then
2» 2
2 112(IIu ollXo +t-211u111X')1I2,
I(g, u)I = I(g, uo)+(g, u1)1 _ (Ilgllxo+t IISIIX,) 2
so I (g, u) I < J (t, g; X*)K(t-', u; X), and by putting t = 1 we see that g E

(Xo + X1)* with Ilgllxo+x,)» <_ Ilgllxonx;
Conversely, let g E (Xo + X1)*, and put
I(g,u)I
M, = sup
O#UEXO+X, K (t-1 , u; V
X)
Ifu X, then l(g,u)I <M,K(t-1-,u; X)<Mtmin(IIullxo,t-1IIulIx,),show-

ing that g E Xo fl X j . Given E > 0, we can find u1 E Xj such that
(g, uj) < Ilgllxj < (1 +E)(g, uj) and IIuj IIx, = 1.
(In particular, (g, uj) isreal.)PutAj = 1181Ix;,sothat 11811X. < (1+E)(g. AJu)
and
J(t, g; X*)2 < (1 + E)(g, ),ouo + t2)1u1)

_< (1 +E)M,K(t-1, Aouo+t2A1u1; X)
< (1 +E)Mt(IR,Xouol12 +t-2IIt2A1u11IXYi2
(1 + E)Mt(IIgIIXo + (1 + E)M,J(t, g; X*).
Hence, J(t, g; X*) < Mt, and in particular IISIIxanx; < IIg11(x,,+x,) 0
Theorem B.5 Assume that Xo fl X1 is dense in Xo and in X1. If 0 < 0 < I and
1 < q < coo, then X0 fl X 1 is dense in Xe,q and
(Xo, X i .q = (Xo, X')e.q-, where *+

q*
1 1
1
q
= 1,
Proof Let u E Je,q (X) have a representation (B.7), and define u,,, E Xo fl X 1
by
f(t)GIt
un, =
JI/m t
Since
11q
u 11 J".' (X) < (JO.1,,I1)U(,fl.OO) I t

e
J (t, f (t))
jdt
-)
t
we see that u,,, -+ u in Je,q (X), and hence Xo fl x 1 is dense in Xe,q. Thus, the
inclusions Xo fl x 1 c Xe,q c Xo + X 1 are continuous and have dense images,
so by Lemma B.4,
Xo fl Xi c (X9,q)* c Xo + x .
It suffices to show that there are continuous inclusions
c KK,q(X)* and Je,q(X)* 9 Ke.q*(X*)
Let g E Je,q=(X*), and take any 0 : (0, oo) -+ Xo fl x* such that
8= f 000(t) dt,
t
with the integral converging in Xo + X* = (Xo fl X1)*. For any u E Ke,q(X),

x
I(8, u)I _5 f 00
1(0(t), u)I dt < f J(t, 0(t); X*)K(t-1, u; X)
dt
< 11tH J (t, 0 (t); X*) 11 e,q 11 t H K (t-', u; X) II _e.q'
so 1(g, u)1:5 1181IJA.,,.(x*) Ii t H K(r', u; X)11-e,q II u; X) 110,q,

showing that g E Ke,q (X )* and II g II K .q (x) NO, q' II B II JJ.q«
Now let g E Jo.q(X)*. Given c > 0, we can use Lemma B.4 to find a
piecewise-constant function >1t : (0, oo) -+ Xo fl X1 such that (g, sli(t)) is real,
The J-Method 327
and
K(t-', g; X*) < (1 +E) (g, fi(t))

J(t, fi(t); X)
For any measurable function f : (0, oo) -f (0, oo) such that II f Ile,q < oo, the
integral
00 f (t) * (t) dt
of = J J(t, *(t); x) t
defines a vector U f E Je,q (X) satisfying II u f II Jd.q cx) < II f Il o,q We choose f
so that
00 K(t-', dt
I g; X*)f(t) t = lit H K(t-' , g; x*)II _e ,q =jjK(-.g;X*)jjo,7- »
and II f 11 0,7 = 1. Thus,
11
g; X*)11O.q» < f 00
(1 + E)
(g, fi(t))
J(t, *(t); x)
f(t) dt
t
= (1 + E)(g, Uf)
o
(1 (X) _< (1
showing that g E Ko,q»(X*) and <No,q*IIgIIJ°.g(x)* D
The next result is known as the reiteration theorem.
Theorem B.6 Let 1 < q < oo, and for j = 0 and 1 put
(Xej,q if0<Oj <1,
Y'=jl X3 if 9j = j.
If 00 # 91, then
(Yo, Yi),1.q = (Xo, Xi)e.q for 9 = (1 - ri)9o + n91 and 0 < i < 1.
Proof. Let U E K,1,q(Y). For any uj E Yj such that u = uo + u1, we have
K(t, at; X) < K(t, uo; X) + K(t, u1; X) < Ct°'Iluo11yo + Cto' IIu111r,
<
Cto°[IIuoIIY°+t2(0,-O,)IIu111r,]112,
where, in the second step, we use Lemma B.1(ii) if 0 < 9j < 1, or (B.5) if
9j E {0, 11. Hence,
K(t, u; X) < Cto0K(to'-o0, u; Y),

and therefore the substitution t = t°' -°o gives
q < C f 0" It-°t°0K(t°,-°°, u; Y) Iq dt

f0 t
=C f It-nK(t,u;Y)Ig101-9o1
dr
t
(B.8)
= C191 -00,11Ul1K,q(Y)
for 1 < q < oo, with
II u II K9..,,(x) < C sup t-ete° K (te' -e0, u; Y) = C sup r-" K (r, u; Y) = C 11U II K,,..(Y)
t>o r>o
in the limiting case q = oo. Thus, Y,1,q c Xe,q.

Conversely, let u E X°,q, and take any representation of the type (B.7).
By (B.6),
00
t°OK(t°'-e°, u; Y) < f t°OK(te,-e0, f (s); Y) ds
o S
<
r
t°° min (1, (t/s)el -eo) J(se,-eo, f(s); Y) d
Jo s
Using Exercise B.2 if 0 < 9j < 1, or just the definition of the J-functional
if 9j = j, we see that 11f (s) II Y; < Cs-0j J(s, f (s); X) and so
j (SO, -°D, f (S); Y) =[11f(S)11 y°+ S2(e, -e0) ]1/2 < CS-26° j (S' .f (s); X)
II f (S) II Y1
Thus, with the help of the substitution s = at,

x ds
teOK(te'-e0, u; Y) < C min ((t/s)°°, (tls)°')J(s, f (s); X)
Jo s
da
= C f "0 mina-°°, a-'91)J (at, f (at); X) ,
and hence by (B.8),
IIUIIK,,.a(Y) =
1
11t i-+ t °o K(t°' -°°, u; Y)II°,q
let-eol
too
< CJ min(a-OD,a-°')IIt )-+ J(at, f(at); X)II °,q da
0 Q
p It
=CJ a ° min(a-°0, a-A') It H J(t, f(t); X) II °,q
0
Finally, taking the infimum over all f satisfying (B.7) gives II u II K,,.,, (Y)
C11 u11 j,,, (x), proving that Xo,q c Y,?,q.
Interpolation of Sobolev Spaces

If Xo and X1 are Sobolev spaces on R", then the K-functional can be computed
explicitly via the Fourier transform, allowing us to prove the following.
Theorem B.7 If so, s! E R, then
(HS0(I8"), H`' (Il8"))8,2 = H'(R") for s = (1 - 9)so + 9s1 and 0 < 9 < 1.
Moreover, the Sobolev norm (3.21) equals the Ko.2-norm if, instead of the default
normalisation (B.4), we take
=
(2sinir9\'2
J
NB,q (B.9)
n
Proof. Let u = uo + u1 with ui E H''i (1R") for j = 0 and 1, and observe that
+t2I1U1112H f [(1 + I I2)S°luo( )I2
+ t2(1 + I 12)s' Iu 1(4)12]
Since u () = uo u we see from Exercise B.4 that for each the

integrand is minimized when uo and u 1 are such that
t2(1 +
(1 + t2(1 +
(1 + t2(1 +
It follows that
t2(1 +
K(t, u; HS0(18"), HS' (R"))2 lu()I2d
J (1 + t2(1 + 112)s
= j(l +
,I
where
a(') = (1 +
1 +t2
Thus,
IIK(, u)IIa2 =
f ,1
(1 + 1 11f 110.2]21u( )12 d = Il.f
and we have only to apply Exercise B.S.
We also have an interpolation theorem for Sobolev spaces on domains.
Theorem B.8 Let S2 be a non-empty open subset of R. If so, s 1 E R, then
(HS0 (0), HS' (52))9,2 = H'(Q) for s = (1 - 9)so + 9s1 and 0 <0 < 1.
Moreover, the Sobolev norm (3.23) equals the KB,q-norm if the latter is nor-
malised by (B.9).
Proof Put X j = HS' (S2) and Yj = Hs; (IIR")

Let U E HS (a), and choose U E HS (R") such that u = U I n and II U 11 H= (2) _
II U II H'(R^) Take any decomposition U = Uo + U1 with Uj E Yj, and observe
that since u = uo + u1, where u j = Uj Isi E X j, we have
K(t, u; x)2 < IIuoIIX° +t211u111X, IIUO112 +t211U111y,,
and thus K (t, u; X) < K (t, U; Y). It follows by Theorem B.7 that u E K9,2 (X)
with
IIuIIKB.2(x) <- II UII K0.2(Y) = IIUIIHI(Q)
Conversely, let u E K9,2(X), and take a decomposition u = uo + ul with

U j E X j. Choose U j E Y j such that u j= U j I sz and II u j II x1 = II Uj II r; , and put
U = Uo+U1 E Yo+Y1. We have
K(t, U; Y)2 < IIUoIIy° 2 +t21IU1IIY, = IIuoIIX° +t21Iu11IX1 ,
so K(t, U; Y) < K(t, u; X) and hence 11U11 K,., (y) < I1 u11KB.2(x) Since u = U
Theorem B.7 implies that IIuffH'(S) < IIUIIHsr(R") = IIUIIK0.2(Y) < IIUIIK9.2(x)
0
An interpolation result for HS (S2) follows at once, by duality; see Corol-

lary 3.30 and Theorem B.S.
Theorem B.9 Assume that 0 is a Lipschitz domain. If so, s1 E 1R, then
(R' m), HS' (S2))e 2 = HS(Q) for s = (1 - 9)so + 9s1 and 0<0 < 1,
Our final result deals with Sobolev spaces on the boundary r = 8 Q. The
proof makes use of the reiteration theorem (Theorem B.6) and a simple inter-
polation property of pivot spaces.
Lemma B.10 If H is a pivot space for V, then H = (V, V*) 1/2,2.
Proof Let Y = (V, V *)1/2. z. By Theorem B.5 and Exercise B.7,
Y* = (V*, V)1/2.2 = (V, V*)1-1/2.2 = Y,
so if u E Y, then II u II H = (u, u) < II u II Y II u II Y < C II u II .. Hence, we have a

continuous, dense inclusion Y C H, and dually, H = H* c Y* = Y.
Theorem B.11 Assume that 0 is a Cr-1,1 domain for some integer r ? 1. If so,
S1 E R satisfy Iso I < r and is, I < r, then
(Hs0 (F), Hs' (r))0,2 = HS (r) for s = (1 - 9)so + 9s1 and 0 <0 < 1,
(B.10)
Proof Suppose in the first instance that r is a Cr-1,1 hypograph, and recall
the definition of Hs (F) for the two cases 0 < s < r and -r < s < 0, given in
the discussion after Theorem 3.34. The interpolation property follows at once
from Theorem B.7 if both so and sl belong to [0, r], or if both belong to [-r, 01.
Furthermore, we claim that
(H-r(r), Hr(r))9 2
= H2e-1(F)
for 0 < 0 < 1.
Indeed, the case 0 = z follows from Lemma B.10, after which the cases
0 < 0 < 1 and 1 < 0 < 1 follow with the help of Theorem B.6. Another
application of Theorem B.6 then shows that (B.10) holds when one of the sj
belongs to [0, r] and the other to [-r, 0).
Suppose now that r is the boundary of Lipschitz domain in the sense of
Definition 3.28. Thus, recalling (3.29),
IIuIIHJ(r) _ II01uII2W(r,).
If we put
X = (HS°(r), HS' (r)) and X1 = (HsG(rt), HS' (rt)),

then K9,2(XI).= Hs(rl) for each 1, and the problem is to show that Ke,2(X) _
Hs (r).
Let U E HS(r). We choose cutoff functions Xi E C o p(R'1) satisfying
XI = 1 on a neighbourhood of supp lpl, and supp X/ c W1, so that 4ru = X101u.
Take any decomposition 01 u = uro + u11 with Ulj E Hsi (I,1), and observe
that
U = 2biU = EXIU1o+EX1U11,
I I l
so
2 2
+ t2
H o (r) H i (r)
C Y(IIXIUiOI Jpo(r) + t211Xru11 IIHr, (r)}

I
C E(IlurollHxo(r,) + t211Un IIH,,(rv)

I
Thus,
K(t, u; X)2 < C >2 K(t, 01u; X1)2,
and therefore u E Ke,q (X) with
Ilb1UIiK,(x,)
IIUIIK9.Q(x) C =IIuIIH=(r)
Conversely, let u E Ke,q (X) C Hmin(so,s,) (r). Taking any decomposi-

tion u = uo + ul with uj E Hs1(r), we have Olu = Oluo + (plug with O1u1 E
Hsi (F,), so
E[1101uoIIHw(r,) 01UI IIHs'(r,)]
K(t, 01 u; X1)2 + tell
1 l
IIUO112
= + t211u111H., (r)
and hence >1 K(t, 01 u; X1)2 < K(t, u; X)2. It follows that ¢IU E Ke,2(XI) _
HI (rl) for each 1, with
IIUI1K2e.
IIuIIH= (r) IIp1uIIKe.2(x,) -< El
2(X)
Exercises 333
Exercises
B.1 Suppose that AO : Xo -)- Yo and A : X 1 --* Y1 are compatible, and let
1
u E Xo + X 1. Show that Aouo + A 1 u does not depend on the choice of

uo E X0 and U 1 E X 1 satisfying u = uo + u 1.
B.2 Show that J(t, u) > to IIuIIK.,4(x). [Hint: use (B.6).]
B.3 Give a direct proof of the interpolation property for Je,q (X), i.e., show that
Theorem B.2 holds if Ke,q is replaced by Jo,q. [Hint: J(t, Af (t); Y) <
MoJ(at, f (t); X), where a = M1 /Mo.]
B.4 Fix real numbers Ao > 0 and A 1 > 0, and a complex number z. Show that
AOA1
min (AoIzo12 + A1Iz112) = Iz12,
z=zo+zi Ao + Al
and that the minimum is achieved whenAozo = A1z1-= AoA1z/(Ao+A1).
B.5 Use contour integration to show that
cc t 1-26
,r 1 + t2 dt for 0 < 9 < 1.
0 2 sin r9
B.6 Show that if Xo and X 1 are complete, then so are Xo fl X 1, X0 + X 1 and
Xe,q for 0 < 9 < 1 and 1 < q < oo. [Hint: use Exercise 2.1.]
B.7 Show that (X1, Xo)B,q = (Xo, X1)I-o,q for0 < 9 < 1 and I < q < oo.
B.8 Assume that H, V and A satisfy the hypotheses of Corollary 2.38, and equip
V with the energy norm II II A. By arguing as in the proof of Theorem B.7,
show
K(t, u; H, V )2 = E 1+? t2I(0;,u)12,
and deduce that for the normalisation (B.9),

CO
E'Xjl(4),,
IIUIIK9.z(H.v) = u)12 = IIAB"2uIl2.
j=1
Appendix C
Further Properties of Spherical Harmonics
We shall prove a result (Corollary C.2) used in Chapter 9, and also construct
the classical spherical harmonics, which form an orthogonal basis for xm (S2).
Recall the definition of the Legendre polynomial Pn, (n, t) in the discussion
following Lemma 8.6.
Theorem C.1 The orthogonal projection Q,n : L2 (5"-1) -> xm (S' -1) is given
by the formula
Q,n
,/ (CO) = N(n, m) Pm (n, w 1) (r1) d?l
T. 4-1
form > 0, w E S' ' and it E L2(S"-1).
Proof. Let (rmp : 1 < p < N(n, m)) be an orthonormal basis for xm(S' )
By part (i) of Exercise C.1,
Qm 1F' (w) = f _ K(w, n)i(n) dn, where
N(n,m)
'I, 'I'
K(w, n) = E Y'mp(w) lmp(n)
p=1
nxn
If A E is an orthogonal matrix, then
J *(Aw) dco = *(w) dco for r E L1(S"-1),

J
and, by Exercise 8.3, the function co 1-* u(Aco) belongs to Rm(S") when-
ever u E xm (Sn-1). It follows by part (iii) of Exercise C. 1 that
K(Aco, An) = K(w, n) for co, n E Sr-1,
334
Further Properties of Spherical Harmonics 335
and in particular, when Aen = e we have K(Aw, en) = K(cv, Since

w H K (co, e,,) belongs to ln, (S"-' ), if u is as in Lemma 8.6 then
K(w, en) = au(w) = aP.. (n, w en) for w E S"_ 1,
where a = 1/K(en, en). Given r! E Sn-1, choose an orthogonal matrix A E

Rnxn such that Ail = en; then
K(w, rl) = K(Aw, en) = aP.,(n, Acv en)
Finally, since K(w, w) = aP,n(n, 1) = a, we see that

N(n,m)
aTn=
f ,- K(w,co)dw= E Il*mpllL,
p=1
,
giving a = N(n, m)/Tn. O
The proof above also establishes the addition theorem.
-
Corollary C.2 If (if,np : 1 < p < N(n, m)) is an orthonormal basis for
xm (Sn-1), then
N(n,m)
' (CO) Y',np (11) for w, )l E Sn-'
P=I
The next result is known as the Funk-Hecke formula.
Theorem C.3 Let f : [-1, 1] -+ C be a continuous function. If m > 0, then
f (w rl)(n) drf = A(w) for* E 71

fS.-I
where
= Tn-1 f f (t)Pm(n, t)(1 - t2)(n-3)/2

dt. (C.1)
Proof We begin by showing that
f (l; w) Pm (n, rl co) d w = A Pm (n, l; rl) fore, rl E Sn-' . (C.2)
Define rl) to be the left-hand side of (C.2), and observe that for a fixed l;,
the function >) r-# F(l;, r7) belongs to Also, if A E RI"" is an
336 Further Properties of Spherical Harmonics
orthogonal matrix, then F(A4, Arl) = F(4, rl), so by arguing as in the proof of
Theorem C.1 we see that ,XP,,, (n, rl) for some constant .l. Since
Pm(n,1)=1,
I = XPm(n, 1) = F(en, en) = fS`n-I

f(en w)P,n(n, en W) do),
and the formula (C.1) follows by Exercise C.2. Thus, (C.2) holds, and upon
multiplying both sides of this equation by *(q), where 1/r E xm (Sn- t ), and
integrating with respect to q, we have
fS.-I
f( . w)
\ Sn - I
Pm(n, n w)*(rl) drl dw
fs.-I
P. (n, rl)*(rl) dil.
Applying Theorem C.l, the result follows at once.
We now begin our construction of an explicit orthogonal basis for H. (S! I- ),

starting with the case n = 2. Remember that 1-1o(Sn-1) consists of just the
constant functions on S", so it suffices to deal with m > 1.
Lemma C.4 Let 9 be the polar angle in the usual parametric representation of
the unit circle S1,
co = (cos9, sin 9).
If m > 1, then N(2, m) = 2 and the functions
1rm1(w) _ cosm9 and *,n2 (W) sin m9

1/7-r r7r
form an orthonormal basis for Hm (S1)
Proof. We have seen already in (8.13) that N(2, m) = 2 form > 1. Define two
real-valued solid spherical harmonics u 1, u2 E Nm (R2) by
u1(x) + iu2(x) = I (x1 + ix2)m,
and observe that 1lrn,1 and i/r,,i2 are the corresponding surface spherical harmonics
in 11m (S1), i.e., 1/ m p = u p is, for p = 1 and 2. One readily verifies that *,,l and
1/rm2 are orthonormal in L2(S1).
Any non-trivial function Amj (n, t) satisfying the conclusion of the next the-
orem is called an associated Legendre function of degree m and order j for the
dimension n.
Further Properties of Spherical Harmonics 337
Theorem C.5 Assume n > 3, let 0 < j < m, and define
A,nj(n, t) = (1 - t2)jj2Pm-j(n +2j, t). (C.3)
If i/r E ?-l j (Si-2) and
W(co) = A,nj (n, t)i/r(r1), where co = 1 - t2 n + ten and rl E gi-2,
then E fm(Sn-1)
Proof For any 1(r E L i (Sn-2), the formula
u(x) = f-2(xn + ix' )'n ( ) dt
defines a solid spherical harmonic of degree m, whose restriction to S"-' may

be written as
u(w)=f (t+i 1-t2 r!

If we now assume that E ?j j (S, -2), then by Theorem C.3, Exercise C.4(ii)
and Exercise C.5,
t
u(w) = Tn-2*(r1) f (t + i l - t2 s)mPj(n - 1, s)(1 - s2)(n-4)/2

ds
= cl (17) (1 - t2)'/2
J 1
(t + i l - t2 s)m-I (1
- s2)r+(n-4)/2
ds
= c2i(11)(1 - t2)j/2Pm- j(n + 2j, t) = c2`1(w),
where the constants cl and c2 depend on n, m and j. Thus, 41 E ?-lm (S"), as

claimed.
Combining Theorem C.5 and Exercise C.6, and recalling (8.12), we see how
to construct an orthogonal basis for W n (S"-1) by recursion on the dimension n.
Corollary C.6 If {7(rjp : I < p < N(n - 1, j)) is an orthogonal basis for
x j (Sn-2), and if
q'mjp(w) = Amj(n, t)'Yjp(q), where w = 1 - t2 q + ten and r1 E Sn-2,
then {Wmjp:O < j < m and 1 < p < N(n - 1, j)) is an orthogonal basis
for H,n (Sn-1), and
N(n + 2j, in - j) T +2l! 1 II*jP ,(S,,-2)

In particular, taking n = 3 and using a basis for fl3(S1) of the type in
Lemma C.4, we arrive at the classical spherical harmonics.
Theorem C.7 Use the standard parametric representation for the unit sphere S2,
w = (sin 0 cos 0, sin 0 sin 0, cos 0) for 0 < 0 < 2ir and 0 < 0 < rr.
If in > 1, then N(3, m) = 2m + 1 and the functions
*mo (w) = Pn, (3, cos 0),

*mj (w) = (sin Ql )' Pm_j (3 + 2j, cos 0) cos j O for 1 < j < m,
YIm.m+i (w) = (sin 1)i Pm_j (3 + 2j, cos ¢) sin jO for 1 < j < m,
form an orthogonal basis for lm (52), With II1f,no II L2(s2) = 4n' and
'I, It T3+2i
II n=; II L2cs2) = IIY'm.m+J HL,(S2) = for 1 < j < m.
N(3 + 2j, m - j) T2+2j
Exercises
C.1 Suppose that (S, p) is a measure space, and let Q be the orthogonal pro-
jection from L2(S, µ) onto a finite-dimensional subspace V.
(i) Show that if {¢p)n 1 is an orthonormal basis for V, and if we define
N
K(x, y) LOp(x)Op(y),
p=1
then
Qu(x) = K(x, y)u(y) dµy for x E S and u E L2(S, µ).

Js
(ii) Show that the kernel K does not depend on the choice of the orthonor-
mal basis for V.
(iii) Suppose that a group G acts on S, and that µ and V are invariant
under G, i.e., if g E G, then
u(gx) d,i = J f u(x) d/.L for u E L1 (S, A),

s s
Exercises 339
and
x H u (gx) belongs to V whenever u E V.
Show that the kernel K is invariant under G, i.e., if g E G then

K(gx, gy) = K(x, y) for x, y E S.
C.2 Show that if f is, say, continuous on Si-1, then
f f
I
Jg f
(co)
dw = I Jg,-2 f 1 - t2 >7 + te,i) d>) (1 - t2)(n-3)/2 dt.
C.3 Prove the orthogonality property of the Legendre polynomials:
f 1
1
P., (n, t)PI(n, t)(1 - t2)(n-3)l2dt =
1
N(n, m) Tn_1
T.
smI
form >Oandl >0.

[Hint: use Theorems C.1 and C.3.]
C.4 For n > 2 and m > 0, let
m
(t) = (1 - t2)-(n-3)/2-d
dtm (1 - t2)m+(n-3)/2
P n
(i) Show that pm is a polynomial of degree m.

(ii) Use integration by parts to show that if, say, f E C'n [-1, 1], then
f 1
f(t)Pm(t)(1 - t2)(n-3)/2dt
j f ('n) (t) (1 - t2)m+(n-3)/2

dt.
(iii) Deduce the orthogonality property
1)
fJ
Pm(t)PI(t)(1 - t2)3/2 dt = 0 if m
(iv) Find pm(1), and conclude from Exercise C.3 that

(-),n
P(n, t) _ (n+2m-3)(n+2m-5)...(n-
result known as the Rodrigues formula.
C5 Show that
1
P.(n,t)= (t+i foralla) ES"-2,
Tn-t g,-z
and then derive the Laplace representation,
P. (n, t) =
Tn-1
j (t + i 1 - t2 s)m (1 - s2)(n-4)12 ds for n > 3.
[Hint: use Theorem C.3 with f (s) = (t + i 1 - t2 s)m and 1/r = 1 E

? jO(Sn-2).)
C.6 Suppose n > 3, and let Am j (n, t) be the associated Legendre function (C.3).
Show that for *1, *2 E C(Sn-2), if
IPi(W) = Amj(n, and 42(W) = Amj(n,
where W = 1 - t2 + ten, then
('P1, W2)L20°-i) = 1
N(n + 2j, m - j) (*I, 2) Tn+2j-1L2(5-z).
References
[1] M. Abramowitz and I. Stegun, Handbook of Mathematical Functions, Dover,

New York, 1970.
[2] R. A. Adams, Sobolev Spaces, Academic Press, 1975.
[3] K. E. Atkinson, The Numerical Solution of Integral Equations of the Second
Kind, Cambridge University Press, 1997.
[4] A. Beer, Allgemeine Methode zur Bestimmung der elektrischen and
magnetischen Induction, Ann. Phys. Chem. 98 (1856), 137-142.
[5] J. Bergh and J. Lbfstrbm, Interpolation Spaces - An Introduction, Springer, 1976.
[6] Yu. D. Burago and V. G. Maz'ya, Potential theory and function theory for
irregular regions, Seminars in Mathematics, Volume 3, V. A. Steklov Institute,
Leningrad. (English translation: Consultants Bureau, New York, 1969.)
[7] G. Birkhoff and U. Merzbach, A Source Book in Classical Analysis, Harvard
University Press, 1973.
[8] A. P. Calderbn, Lebesgue spaces of differentiable functions and distributions,
Partial Differential Equations, Proc. Sympos. Pure Math. 4 (1961), 33-49.
[9] A. P. Calderdn, Cauchy integrals on Lipschitz curves and related operators, Proc.
Nat. Acad. Sci. U.S.A. 74 (1977), 1324-1327.
[10] J. Chazarain and A. Piriou, Introduction to the Theory of Linear Partial
Differential Equations, North-Holland, 1982.
[11] R. R. Coifman, A. McIntosh and Y Meyer, L'integrale de Cauchy definit un
operateur borne sur L2 pour les courbes lipschitziennes, Ann, of Math. 116
(1982), 361-387.
[12] D. Colton and R. Kress, Integral Equation Methods in Scattering Theory, Wiley,
1983.
[13] D. Colton and R. Kress, Inverse Acoustic and Electromagnetic Scattering Theory,
Springer, 1992.
[14] M. Costabel, Boundary integral operators on Lipschitz domains: elementary
results, SIAM J. Math. Anal. 19 (1988), 613-626.
[15] M. Costabel and W. L. Wendland, Strong ellipticity of boundary integral
operators, J. Reine Angew. Math. 372 (1986), 34-63.
[16] M. Costabel and M. Dauge, On representation formulas and radiation conditions,
Math. Methods Appl. Sci. 20 (1997), 133-150.
[17] B. E. J. Dahlberg, C. E. Kenig and G. C. Verchota, Boundary value problems for
the systems of elastostatics in Lipschitz domains, Duke Math. J. 57 (1988),
795-818.
341
342 References
[18] J. W. Dauben, The History of Mathematics from Antiquity to the Present:

A Selective Bibliography, Garland, New York and London, 1985.
[19] J. Dieudonne, History of Functional Analysis, North-Holland, 1981.
[20] P. du Bois Reymond, Bemerkungen fiber Az = 82z/8x2 + 82z/aye = 0, J. Reine
Angew. Math. 103 (1888), 204-229.
[21] E. Fabes, M. Jodeit and N. Riviere, Potential techniques for boundary value
problems on C1 domains, Acta Math. 141 (1978), 165-186.
[22] E. B: Fabes, C. E. Kenig and G. C. Verchota, The Dirichlet problem for the
Stokes system on Lipschitz domains, Duke Math. J. 57 (1988), 769-793.
[23] I. Fredholm, Sur une nouvelle methode pour la resolution du problime de
Dirichlet, Ofersigt KongL Vetenskaps-Akad. Forhandlingar 1 (1900), 61-68.
[24] I. Fredholm, Sur une classe d'equations fonctionelles, Acta Math. 27 (1903),
365-390.
[25] L. Girding, The Dirichlet problem, Math. Intelligencer 2 (1979), 43-53.
[26] C. F. Gauss, Aligemeine Lehrsatze in Beziehung auf die im verkehrten
Verhaltnisse des Quadrats der Entfernung wirkenden Anziehungs- and
Abstossungs-Krafte, Resultate aus den Beobachtungen des magnetischen Vereins
im Jahre 1839; Werke, Volume 5, pp. 195-242.
[27] I. M. Gel'fand and G. E. Shilov, Generalized Functions, Volume 1, Academic
Press, 1964.
[28] I. C. Gohberg and N. Krupnik, Einfuhrung in die Theorie der eindimensionalen
singularen Integraloperatoren, Birkhauser, 1979.
[29] I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series and Products,
Corrected and Enlarged Edition, Academic Press, 1980.
[30] 1. Grattan-Guinness (editor), Companion Encyclopedia of the History and
Philosophy of the Mathematical Sciences, Routledge, London and New York,
1994.
[31] G. Green, An Essay on the Application of Mathematical Analysis to the Theories
of Electricity and Magnetism, Nottingham, 1828; reprinted in J. Reine Angew.
Math. 39 (1850), 73-89, 44 (1852), 356-374, 47 (1854), 161-221; facsimile
edition reprinted by Wazata-Melins Aktienbolag, Goteborg, 1958.
[32] G. Green, On the determination of the exterior and interior attractions of ellipsoids
of variable densities, Trans. Cambridge Philos. Soc., 1835 (read May 6, 1833).
[33] G. Green, Mathematical Papers of the Late George Green, edited by
N. M. Ferrers, Macmillan, London, 1877.
[34] P. Grisvard, Elliptic Problems in Nonsmooth Domains, Pitman, 1985.
[35] N. M. Gunter, Potentialtheorie and ihre Anwendung auf Grundaufgaben der
mathematischen Physik, Teubner, Leipzig, 1957.
[36] W. Hackbusch, Integral Equations: Theory and Numerical Treatment, Birkhauser,
1995.
[37] J. Hadamard, Lectures on Cauchy's Problem in Linear Partial Differential
Equations, Dover, New York, 1952; translation of Le Probleme de Cauchy et les
equations aux deriveees partielles lineaires hyperboliques, Paris, 1932.
[38] E. Hellinger and 0. Toeplitz, Integralgleichungen and Gleichungen mit
unendlichvielen Unbekannten, Chelsea, 1953 (article from the Encyklopadie der
mathematischen Wissenschaften, pp. 1335-1616).
[39] D. Hilbert, Grundz4ge einer allgemeinen Theorie der Integralgleichungen,
Teubner, Leipzig, 1912; reprinted by Chelsea, 1953.
[40] E. Hille, Analytic Function Theory, Volume 11, Blaisdell, 1962.
[41] L. Hormander, The Analysis of Linear Partial Differential Operators 1, Second
Edition, Springer, 1990.
References 343
[42] G. C. Hsiao and W. L. Wendland, A finite element method for some integral
equations of the first kind, J. Math. Anal. Appl. 58 (1977), 449-481.
[43] D. S. Jerison and C. Kenig, Boundary value problems on Lipschitz domains,
Studies in Partial Differential Equations, ed. W. Littman, Mathematical
Association of America, 1982.
[44] D. Jerison and C. Kenig, The inhomogeneous Dirichlet problem in Lipschitz
domains, J. Funct. Anal. 130 (1995), 161-219.
[45] 0. D. Kellogg, Foundations of Potential Theory, Dover, New York, 1929.
[46] C. Kenig, Elliptic boundary value problems on Lipschitz domains, Beijing
Lectures on Harmonic Analysis, Ann. of Math. Stud. 112 (1986), 131-183.
[47] C. Kenig, Harmonic analysis techniques for second order elliptic boundary value
problems, CBMS Regional Conference Series in Mathematics, 83, American
Mathematical Society, Providence, RI, 1994.
[48] R. Kieser, Ober einseitige Sprungrelationen and hypersingulare Operatoren in
der Methode der Randelemente, Thesis, Universitat Stuttgart, 1990.
[49] J. Kral, Integral Operators in Potential Theory, Lecture Notes in
Mathematics 823, Springer, 1980.
[50] R. Kress, Linear Integral Equations, Springer, 1989.
[51] J. L. Lagrange, Sur 1'equation seculaire de la lune, Mem. Acad. Sci. Paris,
Savants Strangers 7 (1773); Oeuvres 6, 331-399.
[52] N. S. Landkof, Foundations of Modern Potential Theory, Springer, 1972.
[53] L. D. Landau and E. M. Lifshitz, Theory of Elasticity, Pergamon, 1970.
[54] P. D. Lax and A. N. Milgram, Parabolic Equations, Ann. of Math. Stud. 33
(1954), 167-190.
[55] J. Le Roux, Sur les integrales des equations lineairs aux derivees partielles du
second ordre a deux variables independantes, These, Paris, 1894; Ann. Ec.
Norm 3 (1895), 227-316.
[56] M. N. Le Roux, Equations integrales pour le probleme du potential electrique
dans le plan, C. R. Acad. Sci. Paris Ser. A 278 (1974), 541-544.
[57] M. N. Le Roux, Resolution numerique du probleme du potential dans le plan par
une methode variationnelle d'elenzents finis, These 3e cycle, Rennes, 1974.
[58] M. N. Le Roux, Methode d'elements finis pour la resolution numerique de
problemes exterieurs en dimension 2, R.A.I.R.O. Anal. Numer. 11 (1977), 27-60.
[59] J. L. Lions and E. Magenes, Non-homogeneous Boundary Value Problems and
Applications, Springer, 1972.
[60] A. E. H. Love, A Treatise on the Mathematical Theory of Elasticity, Fourth
Edition, Dover, New York, 1944.
[61] J. Ltitzen, The Prehistory of the Theory of Distributions, Springer, 1982.
[62] J. Liitzen, Joseph Liouville 1809-1882: Master of Pure and Applied
Mathematics, Springer, 1990.
[63] A. I. Markushevich, Theory of Functions of a Complex Variable, Chelsea,
New York, 1977.
[64] N. Meyers and J. Serrin, H = W, Proc. Nat. Acad. Sci. U.S.A. 51 (1964),
1055-1056.
[65] S. G. Mikhlin, Mathematical Physics: An Advanced Course, North-Holland,
1970.
[66] S. G. Mikhlin and S. ProRdorf, Singular Integral Operators, Springer, 1986.
[67] C. Miranda, Partial Differential Equations of Elliptic Type, Second Revised
Edition, Springer, 1970.
[68] D. Mitrea and M. Mitrea, Generalized Dirac operators on nonsmooth manifolds
and Maxwell's equations, preprint.
344 References
[69] D. Mitrea, M. Mitrea and M. Taylor, Layer potentials, the Hodge Laplacian,
and global boundary value problems in nonsmooth Riemannian manifolds,
preprint.
[70] C. Muller, Spherical Harmonics, Lecture Notes in Mathematics 17, Springer,
1966.
[71] N. I. Muskhelishvili, Singular Integral Equations: Boundary Problems of
Function Theory and Their Application to Mathematical Physics, Nordhoff, 1953.
[72] J. Ne6as, Les Methodes Directes en Theorie des Equations Elliptiques, Masson,
Paris, 1967.
[73] J. Ne6as and I. Hlavacek, Mathematical Theory of Elastic and Elasto-plastic
Bodies: An Introduction, Elsevier, 1981.
[74] J. C. Nedelec, Curved finite element methods for the solution of singular integral
equations on surfaces in R3, Comp. Methods Appl. Mech. Engrg. 8 (1976), 61-80.
[75] J. C. Nedelec, Integral equations with non-integrable kernels, Integral Equations
Operator Theory 4 (1982), 563-572.
[76] J. C. Nedelec and J. Planchard, Une m6thode variationelle d'6lements finis pour
la resolution num6rique d'un probl6me ext6rieur dans R3, R.A.I.R.O. 7 (1973)
R3, 105-129.
[77] C. G. Neumann, Zur Theorie des logarithmischen and des Newtonschen
Potentials, Ber. Verhandlungen Math. -Phys. Classe Konigl. Sachs. Akad. Wiss.
Leipzig 22 (1870), 49-56, 264-321; reprinted in Math. Ann. 11 (1877), 558-566.
[78] L. Nirenberg, Remarks on strongly elliptic partial differential equations, Comm.
Pure Appl. Math. 8 (1955), 648-674.
[79] J. A. Nitsche, On Korn's second inequality, R.A.I.R.O. Model. Math. Anal.
Numer. 15 (1981), 237-248.
[80] F. Noether, Uber eine Klasse singularer Integralgleichungen, Math. Ann. 82
(1921), 42-63.
[81] L. E. Payne and H. F. Weinberger, New bounds for solutions of second order
elliptic partial differential equations, Pacific J. Math. 8 (1958), 551-573.
[82] H. Poincar6, La m6thode de Neumann et le probl6me de Dirichlet, Acta Math. 20
(1896-1897), 59-142; reprinted in Oeuvres de Henri Poincare, Volume 9,
pp. 202-272.
[83] H. Rademacher, Uber partielle and totale Differenzierbarkeit von Funktionen
mehrer Variabeln and fiber die Transformation der Doppelintegrale, Math.
Ann. 79 (1919), 340-359.
[84] F. Rellich, Ein Satz fiber mittlere Konvergenz, Gottingen Nachr. (1930), 30-35.
[85] F. Rellich, Darstellung der Eigenwerte von Au + ku = 0 durch ein Randintegral,
Math. Z. 46 (1940), 635-636.
[86] F. Rellich, Uber das asymptotische Verhalten der Losungen von AX + Au = 0 in
unendlichen Gebieten, Jber. Deutsch. Math. Verein 53 (1943), 57-65.
[87] F. Riesz, Uber lineare Funktionalgleichungen, Acta Math. 41 (1917), 71-98.
[88] F. Riesz and B. Sz.-Nagy, Functional Analysis, Frederick Ungar, 1955.
[89] Ja. A. Roltberg and Z. G. Seftel, On equations of elliptic type with discontinuous
coefficients, Dokl. Akad. Nauk SSSR 146 (1962), 1275-1278; English summary in
Soviet Math. Dokl. 3 (1962), 1491-1494.
[90] M. Schechter, A generalization of the problem of transmission, Ann. Scuola
Norm. Sup. Pisa 14 (1960), 207-236.
[91] M. Schechter, Principles of Functional Analysis, Academic Press, 1971.
[92] L. Schwartz, Theorie des Distributions, Hermann, Paris, 1966.
[93] R. T. Seeley, Extensions of C1 functions defined in a half space, Proc. Amer.
Math. Soc. 15 (1961), 625-626.
References 345
[94] G. F. Simmons, Introduction to Topology and Modern Analysis, McGraw-Hill,

1963.
[95] V. I. Smirnov, A Course of Higher Mathematics, Volume IV, Pergamon and
Addison-Wesley, 1964.
[96] E. M. Stein, Singular Integrals and Differentiability Properties of Functions,
Princeton University Press, 1970.
[97] J. W. Strutt (Lord Rayleigh), On the theory of resonance, Phil. Trans. Roy. Soc.
London 161(1870), 77-118.
[98] W. Ritz, Uber eine neue Methode zur LSsung gewisser Variationsprobleme der
mathematischen Physik, J. Reine. Angew. Math. 135 (1908), 1-61.
[99] S. P. Thompson, The Life of William Thomson, Baron Kelvin of Largs,
Macmillan, London, 1910.
[100] C. Truesdell, Notes on the history of the general equations of hydrodynamics,
Amer. Math. Monthly 60 (1953), 445-458.
[101] C. Truesdell, Essays in the History of Mechanics, Springer, 1968.
[102] G. Verchota, Layer potentials and regularity for the Dirichlet problem for
Laplace's equation in Lipschitz domains, J. Funct. Anal. 59 (1984), 572-611.
[103] V. Volterra, Opera Matematiche, Accad. Lincei, 5 volumes, 1954-1962.
[104] H. Weber, Uber die Integration der partiellen Differentialgleichung
82u/axe + 82u/aye + k2u = 0, Math. Ann. 1 (1869), 1-36.
[105] H. Whitney, Geometric Integration Theory, Princeton University Press, 1957.
[106] K. Yosida, Functional Analysis, Sixth Edition, Springer, 1980.
Index
Adjoint logarithmic, 264

(formal) of a differential operator, 116 and conformal mapping, 271
of an abstract linear operator, 37, 43 of a line segment, 275
of conormal derivative operator, 201 of an ellipse, 272
of trace operator, 201 of an open surface, 275
Annihilator of a subspace, 23 variational characterisation of, 272
Arzela-Ascoli theorem, 28 Cauchy-Riemann equations, 2
Associated Legendre function, 336, 340 Cauchy-Schwarz inequality, 54
Chebyshev polynomials, 255
Beer, A., 11 explicit solutions in terms of, 272,
Beltrami operator, 277 273
Bessel function, 278 Codimension, 18
spherical, 279. 293 Coercivity
Bessel potential, 75 abstract definition of, 44
Bochner integral, 321 for differential operators, 118
Boundary integral equation change of coordinates, 156
and logarithmic capacity, 264, 275 on H 1(12), 122, 126
for Dirichlet problem, 226 on Ha (0), 119
for exterior problem, 236 for elasticity operator, 298, 299
for problem with mixed boundary for hypersingular integral operator, 230
conditions, 231 Compact linear operator, 28
for Neumann problem, 229,242 properties of, 54
side condition for, 262. 274 transpose of, 29
Boundary integral operator Compact subsets of LN, 28
(Schwartz) kernel of, 220, 223 Compatible pair of normed spaces, 317
adjoint of, 218 Completely continuous linear operator,
arising from a self-adjoint differential see compact linear operator
operator, 218 Conjugate exponent, 58
arising from the Laplacian, 248, 249 Conjugation, 37
definition of, 218, 233 Conormal derivative, 114
mapping properties of, 219, 245 L2 estimates, 149
on an open surface, 275 generalised, 117
symbol of, 244, 275 relative to the formal adjoint, 116
Convergence
Calderdn, A. P., 309 in D(S2), 65
Calderbn projection, 243 in E(S2), 65
Capacity, 263 in E(S2) but not in D(P), 109
and exterior Dirichlet problem, 271 in S(]R' ), 72
behaviour under dilatation, 272 Convex set, 38
347
348 Index
Convolution, 58 Equilibrium density, 263

and approximation, 63, 111 Euler, L., 2
and differentiation, 62. 109 Extension operator, 81, 309, 313
and Fourier transform, 73 non-existence of, 316
associativity of, 108 Seeley, 316
support of, 108 External conformal radius, 271
Cooling-off problem, 157
Costabel. M., 102, 202 Far-field pattern, 294
Cutoff function, 83 Finite part, 159
Finite-part extension
d'Alembert, J., 2 differentiation of, 169
Density homogeneity of, 162, 166, 168
of Cm p(S2) in L p (c ). 63 in n dimensions, 166
of D(S2) in E(S2), 109 ofx'k-1, 164
of D(Q) in Hs(9), 77 of x+, 160
of D(R") in S(R"), 109 Finite part integral
of D(S2) in H'(Q), 111 change of variables formula, 177, 180
of S(R11) in E(W), 109 hypersingular integral operator. 223
of D(S2) in W" (Q), 91 on a surface, 181
of Ws (0) fl E(92) in Ws(S2), 86 Fourier transform, 70
Dirac delta function(al), 66 inversion theorem, 70
convolution with, 68 of a homogeneous distribution, 172, 173,
homogeneity of, 187 189
Dirichlet form, 246 of a temperate distribution, 72
Dirichlet problem, 4 of partial derivatives, 72
solution operator for, 145 of f.p. u, 174
Dirichlet's principle, 8 Fourier, J.-BA., 4
abstract form, 55 Fredholm alternative, 14, 37, 43
Dirichlet, P., 8 for boundary integral equations, 226, 228,
Distribution, 65, 109 229, 240
multiplication with a smooth function, 68 for coercive operators, 44
of form u(a x), 189 for the mixed boundary value problem, 128
partial derivative of, 67 for the third boundary value problem, 131
temperate, 72 relation to eigensystem, 51
with compact support, 67 Fredholm equation of the second kind, 13
Divergence theorem, 97 abstract theory, 30, 35
Domain Fredholm operator, 32
Lipschitz, see Lipschitz domain 89 Fredholm, 1., 13
of class Ck, 90 Fundamental solution, 191, 197
of class 90 for elasticity operator, 300
Double-layer potential, see surface potential for Laplacian, 2, 11, 247, 268
du Bois-Reymond, P., 12 for the Helmholtz operator, 279
Dual space, 20 radiating, 282
of Lo, 58, 107 integral formula for, 198
of a Sobolev space, see Sobolev spaces, series expansion of, 255, 284
duality relations Funk-Hecke formula, 335
realisation of, 27
Gamma function, 169, 188
Eigenfunction expansions, see spectral theory Gauss, C. F., 7
Eigenvalue, 45 Generalised function, 66
Elasticity operator, 297 Green identity
Energy inner product, 44 first, 4, 114, 116, 1 1 8, 141
example from linear elasticity, 298 first, dual version of, 115, 118, 141
Epigraph, 186, 316 second, 4, 118
Equicontinuous set of functions third, 5, 202
in C(X), 28 dual version of, 211
in LP, 28 with radiation condition, 235
Index 349
Green's function, 5 Kernel (null space), 18

symmetry of, 16 of boundary integral operator, 240
Green, G., 4, 8 Helmholtz equation, 288
Laplacian, 267
Hadamard, J., 159 linear elasticity, 304
Hahn-Banach theorem, 20 Kom's inequality
Hankel function, 280 first, 298
spherical, 281, 293 second, 299, 305
Hardy's inequalities, l 11, 112
Harmonic analysis techniques, 209 Lagrange, J.-L., 2
Heat equation, 4 Lame coefficients, 296
Helmholtz equation, 276 Laplace equation, 1
radiating solution of, 281 Laplace operator, 246
Hermitian sesquilinear form, 43, 116 eigenvalues of, 249
Hilbert space, 38 rotational invariance of, 268
best-approximation properties, 38, 39 Laplace, P. S., 3
dual of, 41, 42 Lax-Milgram lemma, 43
weak sequential compactness in, 42 Le Roux, J., 12
Hilbert, D., 14 Legendre polynomials, 255
Holder's inequality, 58 generating function for, 269
Homogeneous distribution, 158 Laplace representation, 340
derivatives of, 187 orthogonality property, 339
Homogeneous function, 158 recurrence relation for, 269
and change of variables, 175 Rodrigues formula for, 339
derivatives of, 187 Liouville, J., 6-8
orthogonality condition for, 167 Lipschitz dissection, 99
parity condition for, 168, 169, 175 Lipschitz domain
Hypograph, 186 definition, 89
of class C't, 90 non-examples of, 90
Lipschitz, see Lipschitz hypograph outward unit normal to, 96
surface element for, 96
Image, 18 Lipschitz hypograph, 89
Imbedding Locally integrable functions. 64
of S* (W) in D* (W), 72
of L11(2) in D`(S2), 66 Meyers-Serrin theorem, 85
Index of a Fredholm operator, 33 Modulus of continuity, 60, 110
compact perturbation, 36 Mollifier, see convolution
homotopy, 54 Multi-index, see partial derivative
small perturbation, 54
Inner product, 38 Ne&as, J., 123, 126, 147
Interpolation of normed spaces, 318 Nedelec, J. C., 289
duality properties, 324, 326 Neumann, C., 10, 12
J-method, 322 Newtonian potential, see volume
K-method, 319 potential
reiteration theorem, 327 Nirenberg, L., 133
Inverse point with respect to a sphere, 259, Nitsche, J. A., 305
270 Noether, F., 33
J-functional, 322 Open mapping theorem, 19

Jump relations, see surface potential Orthogonal complement, 40
Orthogonal projection, see projection,
K-functional, 318 orthogonal
determined by a positive-definite,
self-adjoint operator, 333 Parametrix, 192
for Sobolev spaces, 329 adjoint of, 197, 211
Kelvin transform, 259, 270 behaviour of kernel, 195
Kelvin, Lord, see Thomson, W. mapping property for, 193, 197
350 Index
Partial derivative, 61 arising from the Helmholtz operator, 276

weak, 74 arising from the Laplacian, 246
Partition of unity, 83 Single-layer potential, see surface potential
and Sobolev norm, 111, 331 Singular integral operator, 190, 312
Peetre's inequality, 88, 110 Slobodeckii seminorm, 74, 79
Pivot space, 44 and Fourier transform, 79
interpolation property of, 331 Smoothing operator, 192
use of L2, 118 Sobolev imbedding theorem, 86
Plancherel's theorem, 73 Sobolev representation formula, 311
Poincard, H., 10, 13, 145 Sobolev spaces
Poisson integral formula, 5 compact imbeddings, 87
Poisson's equation, 15 definition via Bessel potentials, 76
Poisson, S: D., 3-6 definition via weak derivatives, 74
Positive and bounded below, 43 density theorems, see density
boundary integral operator, 262, 264, 267, duality relations, 76, 78, 92, 98
275 equivalent norms for, 96, 110
Potential Hs(1R") = W(W), 80
electrostatic, 3, 5, 263 Hs(Q) = Ws (0), 81, 92
gravitational, 3 Hs (S2) = Ho (S2), 95,112
surface, see surface potential Hs(S2)=H' 91
vector, 292 interpolation properties of, 329-331
volume, see volume potential invariance under change of coordinates, 85
Principal part, 114 of negative order, 74
and coercivity, 118 of vector-valued (generalised) functions,
Principal value, 166, 190 106
Projection, 20 on the boundary of a domain, 98, 99
orthogonal, 40, 54 Sommerfeld radiation condition, see radiation
condition, Sommerfeld
Quotient norm, 19 Spectral radius, 55
Quotient space, 18 Spectral theory
for coercive self-adjoin[ operators, 49
Radiation condition, 234, 243 for compact self-adjoint operators, 47, 55
for the Laplacian, 259 for self-adjoint elliptic differential
Sommerfeld, 281, 283, 294 operators, 132
Reflexive Banach space, 22, 37 Spectrum of a linear operator, 45
Regulariser, 35 Spherical harmonics, 250, 252
Regularity theory addition theorem for, 335
for boundary integral equations, 239 and boundary integral operators, 252
interior, 135,196 and the Helmholtz equation, 279
up to the boundary, 137 classical, 338
Relatively compact set, 27 eigenfunctions of the Beltrami operator,
Rellich-Payne-Weinberger identity, 278
146 for the circle, 336
Rellich, F., 87, 147, 286 orthogonal basis for, 337
Riesz representation theorem, 40 orthogonal projection onto, 334
L2(S"-1),
Riesz, F., 15 orthogonality in 265
Rigid motion (infinitesimal), 302 series expansion in, 257
Stein, E. M., 309
Scalar wave equation, 276 Steklov-Poincare operators, 145
Self-adjoint operator, see adjoin estimates for a C"+1 , 1 domain, 146
Separation of variables, 4, 277 estimates for a Lipschitz domain, 155
Sequential compactness, 27 representations in terms of boundary
Sesquilinear form, 42 integral operators, 244
arising from a boundary integral operator, Strain tensor, 296
261,275 Stress tensor, 296
arising from an elliptic differential operator, Stress-strain relation, 296
114 Strictly positive-definite operator, 44
Index 351
Strongly elliptic differential operator, 119 and surface potentials, 209

change of coordinates, 156 for Ct- 1, 1 domains, 102
linear elasticity, 297 for Lipschitz domains, 102
with constant coefficients, 193 from Wk (R") to W; 112
Sturm-Liouville problem, 6 one-sided, 141
Sturm, C. F., 6 right inverse for, 101
Successive approximations, method of, 11 Traction, 296
Support alternative formula for, 308
essential, 66 as conormal derivative, 297
of a distribution, 66 Transmission property, 142, 143
of a function, 61 for surface potentials, 183, 186, 210
Surface area of unit sphere, 247, 268 Transpose of a linear operator, 22
Surface potential inverse of, 53
double layer, 10, 202
traces of, 221 Uniformly directionally differentiable surface,
duality relations, 212, 213 221
for self-adjoint differential operator, 212, Uniqueness theorem
218 for the Helmholtz equation, 288
jump relations for, 3, 11, 186, 203, 215 for the Laplace equation, 260
mapping properties of, 203, 205, 210 mixed boundary conditions, 250
single layer, 3, 201 Neumann problem, 266
traces and conormal derivatives of, 218
Volterra, V., 13
Tangential differential operator, 147 Volume potential, 2, 191
Taylor expansion, 61 behaviour at the boundary, 216
Test function, 65
Thomson, W., 6, 8 Wave number, 276
Totally bounded set, 27 Weak convergence, 42, 55
Trace operator, 100 Weber, H., 9
and Ho (f ), 105 WeierstraB, K., 10
Index of Notation
Functional Analysis
A* adjoint of A, 37
A/ induced map on cosets modulo ker A, 18
At transpose of A, 22
dist(u, W) distance from point u to set W, 21
im A image (range) of linear operator A, 18
(g, u) same as (g, u), 37
)A energy inner product for A, 44
II 11A energy norm for A, 44
ker A kernel (null space) of linear operator A, 18
£(X, Y) space of bounded linear operators from X to Y, 18
® direct sum, 20
(g, u) value of functional g E X* at u E X, 20
u1v u is orthogonal to v, 39
uIW u is orthogonal to the set W, 39
ti equivalence of norms, 17
spec(A) spectrum of A, 45
Wa subspace of X* that annihilates W c X, 23
av subspace of X that annihilates V C X*, 23
uj - u uj converges weakly to u, 42
(X0, X1)e,q interpolation space, 318
X* dual space of X, 20
Theory of Distributions
Ccomp°O (Q) space of C°O functions with compact support in 0, 61
Comp(c2) space of Cr functions with compact support in 0, 61
353
354 Index of Notation
CO0 (Q) space of infinitely differentiable functions on 0, 61

CK (S2) space of functions in CO°(S2) having support in K, 61
C' (n) space of r times continuously differentiable functions on 0, 61
CK (S2) space of functions in C` (S2) having support in K, 61
D(S2) C mp(Q) with sequential convergence defined, 65
D(S2) space of restrictions to 7 of functions in D(IR"), 77
S same as So, 66
SX Dirac delta function(al) at x, 66
DK (S2) CK (S2) with sequential convergence defined, 65
-D. (0) space of Schwartz distributions on S2, 65
E. (0) space of distributions with compact support in 92, 66
E(S2) C°°(0) with sequential convergence defined, 65
f.p. U finite-part extension of u, 166
P.V. U principal value of u, 166
H a ((a) finite-part integral of xa i (x) over the half line x > 0, 160
(u, v) abbreviation for (u, v)g when S2 = R", 68
(u, On same as (u, v)s2, 68, 107
L1.1°c(0) space of locally integrable functions on 0, 64
A dilatation operator, 158
® tensor product of functions or distributions, 104
(u, v) abbreviation for (u, v)n when 0 =1R", 66
(u, v)c integral (generalised, if necessary) of u v over S2, 58, 66, 106
n () Fourier transform of f.p. xt, 169
pa+'t-(x) over p > 0, 166
Ra0 finite-part integral of
S(R") Schwartz class of rapidly decreasing Coo functions on 1R", 72
x+ xa if x > 0, but 0 if x < 0, 159
f.p. X" finite-part extension of x+, 160
X0 (x l" if x < 0, but 0 if x > 0, 163
f.p. X'. finite-part extension of x° , 163
f.p. x-k-1 finite-part extension of x-k_1 for an integer k > 0, 164
(x ± i0), 164
Sobolev Spaces
HF space of distributions in HI (RI) with support in F, 76
HS (R") Sobolev space on 1R" (definition via Bessel potential), 76
HS (I-) Sobolev space on 17, 98
HS (S2) space of restrictions to S2 of distributions in HS (R" ), 77
HS (S2)'" space of HS functions on Q with values in Cm, 107
Sobolev Spaces 355
Ho (0) closure of D(S2) in HS (S2), 77

H` (Q) closure of D(2) in HS (I8"), 77
HS (52)"' space of HS functions on S2 with values in Cm, 107
is Bessel potential of order s, 75
HA.P,0 Slobodeckil seminorm, 74
I
abbreviation for W2 (S2), 75

Wp(S2) Sobolev space of orders > 0 based on LP(0), 73, 74
Wp(S2)m space of WP functions on S2 with values in C"', 107
Differential and Integral Operators

AS"-1 Beltrami operator on the unit sphere, 277
B; ft h component of generalised flux or traction, 114
B,, conormal derivative, 114
BV conormal derivative from S21, 141
13* adjoint of B,,, 201
B; dual version of B;, 115
B,, dual version of 8,,, 115
DL double-layer potential, 10, 202
DL dual version of DL, 211
Eik(u) strain tensor, 296
G (x, y) fundamental solution or parametrix, 2, 191
G volume potential, 191
G(x - y) G(x, y) in translation-invariant case, 193
Gj(x, x - y) jth term in homogeneous expansion of G(x, y), 195
jump in across r, 142
jump in BA across P, 142
[u]r jump in u across I', 142
Laplace operator, 1
P second-order differential operator, usually strongly
elliptic, 113
PO principal part of P, 114
(P = On sesquilinear form arising from P for the domain £2, 114
4)t abbreviation for (Dnt, 141
R boundary integral operator, conormal derivative of DL, 218
M operator arising in radiation conditions, 234
S boundary integral operator, trace of SL, 7, 218
Elk stress tensor, 296
356 Index of Notation
S§L_ L single-layer potential, 3, 202

dual version of SL, 211
T boundary integral operator, sum of one-sided traces
of DL, 11, 218
T dual version of T, 218
U solution operator for the Dirichlet problem, 145
V solution operator for the adjoint Dirichlet problem, 145
Other Symbols
a! factorial of the multi-index a, 61
IaI order of the partial derivative determined by a, 61
8"u partial derivative of u determined by the multi-index a, 61
ya monomial determined by the multi-index a, 61
C+ complex upper half plane Im z > 0, 183
C- complex lower half plane Im z < 0, 183
Capr capacity of IF, 263
u*v convolution of u and v, 58
A1,h difference quotient in lth variable with step size h, 62
dQ element of surface area on 1, 1, 97
u = ,'Fu Fourier transform of u, 70
u = .P*u inverse Fourier transform of u, 70
t (common) boundary of S2 = St- and of 52+, 1, 89, 141
y trace operator for S2, 100, 102
Yadjoint of y, 201
Y} trace operator for Sgt, 1, 141
rD portion of r with Dirichlet boundary condition, 128
FN portion of r with Neumann boundary condition, 128
hml), h(2) spherical Hankel functions, 281
Ju Bessel function of the first kind, 278
j," spherical Bessel function of the first kind, 279
LP (S2) Lebesgue space of pth-power-integrable functions on 0, 58
M(n, m) dimension of P,, (R"), 250
N(n, m) dimension of R. (R"), 250
1X I Euclidean norm in R" or unitary norm in C'", 1
v outward unit normal to 9 = S2-, 1, 97, 141
0 domain in 1R", 1
Sgt interior (-) and exterior (+) domains, 1, 141
p* conjugate exponent to p, 58
Other Symbols 357
P. (n, t) generalised Legendre polynomial of degree m for the

dimension n, 255
P. (R") space of homogeneous polynomials of degree m, 250
]R+ upper half space x > 0, 183
]R" lower half space x < 0, 183
xm (W) space of solid spherical harmonics of degree m, 250
f. (S' I) space of surface spherical harmonics of degree m, 252
u* transpose of the complex conjugate of the vector u, 107
uv dot product of vectors u and v, 107
utkI(x; y) kth Fr6chet derivative of u, 61
Kelvin transform of u, 259
T. surface area of S"- 1, 247
T}(x) 221
xa inverse point of x with respect to a sphere, 258
Yu Bessel function of the second kind, 278
ym spherical Bessel function of the second kind, 279
F(a) gamma function, 169
HM H(2) Hankel functions, 280
f special contour integral, 183

Strongly Elliptic Systems and Boundary Integral Equations by William McLean PDF

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Strongly Elliptic Systems and Boundary Integral Equations by William McLean PDF

Uploaded by

Copyright:

Available Formats

Strongly Elliptic Systems and Boundary Integral Equations

Partial differential equations provide mathematical models of many important

CAMBRIDGE UNIVERSITY PRESS

© Cambridge University Press 2000

This book is in copyright. Subject to statutory exception

First published 2000

Printed in the United States of America

Typeface Times Roman 10/13 pt. System l TEX2e [TB]

Library of Congress Cataloging in Publication Data

2. Abstract Linear Equations 17

3. Sobolev Spaces 57-

4. Strongly Elliptic Systems

9. The Helmholtz Equation 276

10. Linear Elasticity 296

Appendix A. Extension Operators for Sobolev Spaces 309

Appendix B. Interpolation Spaces 317

Appendix C. Further Properties of Spherical Harmonics 334

The study of integral equations in connection with elliptic boundary value

SZ-=S2 and S2+=R'\(S2-U11),

y±u(x) = lim u(y) and

av u (x) = lim v (x) grad u (y) for x E F,

whenever these limits exist. The Euclidean norm of x E 1R" is denoted by Ix I.

Figure 1. Interior and exterior domains n- and S2+ with boundary r.

When Au = 0 on 0, we say that the function u is harmonic on Q. In two dimen-

in which case Du = 0 = Av and we say that u and v are conjugate harmonic

G(x, y) = 1 for x, y E R3 and x # y, (1.3)

u(x) = I G(x, y) f(y) dy. (1.4)

potential at x due to a unit point mass at y, and thus u is the gravitational

SL*(x) = G(x, y)f(y)day, (1.5)

8v SL*-8: SL r=-,/r onr. (1.6)

Exercise 1.2 proves an easy special case of this result.

where u = u(x, t) is the temperature at position x and, time t, and a > 0

Green's "general method" was based on his two integral identities:

1 grad udx=J wavdcr - Jew/udx (1.8)

(wAu - uAw) dx = (w au - u av dQ, (1.9)

w(y) = G(x, y), he obtained a third identity,

u(x) 1 G(x, y)Au(y) dy - fr u(y) a-G(x, y) day

Gr(x, y) = G(x, y) + V (x, y),

where V is any smooth function satisfying Ay V (x, y) = 0 for x, y E Q. In

u(x) = - g(y) aav Gr(x, y) day for x E 0. (1.11)

where xO = (r/Ix1)2x is the image of x under a reflection in the sphere 1'. In

u(x)= 1 g(y)r'-Ix1Zday forIxI <r,

a formula obtained by Poisson [18, p. 360] in 1813 by a different method.

thereby justifying many applications of the method of separation of variables.

Jg (0) = f(Sq5 - 2g)¢ do,,

where So = y+ SL 0 = y- SL 0 denotes the boundary values of the single-

In the case g = 0, the quantity Jg(4)) has a physical meaning: it is proportional

BJg = BJg(0, Scp) = 2 fr (S¢ - g) 30 do,.

S>/i = g on I'. (1.13)

S(wi/rj)=ji i/rj forj=1,2,3,...,

AI /L2?µ3?...>0 withpj -40 as j -;oo.

f 1fj (x)*trk(x)w(x) doix = 0 for j # k,

and concluded that the solution of (1.13) is

i/r(x) = w(x) cj *j W, where c j - fr'lr'

In his unpublished notebooks (described in [62, Chapter XV]) Liouville went

one considers the functional

J(u) < J(v) for all v E Vg. (1.14)

Given any w such that w = 0 on r, and any constant h, the function v = u + hw

J(v) = J(u) - 2h wLu dx + h2J(w).

By choosing w to take the same sign as Au throughout 0, we conclude that

fwLuidx=0 whenever w = 0 on I' and jw(x)ui(x)dx=0.

a= fnvu,dxandw=v-au,,thenw=O on r, and fnwu,dx=0, so by

DL *(x) = f *(y) aay G(x, y) day for x t'.

DL (x) = f (y) aay G(x, y) day for x t'.

min* < -(T )(x) < max /r for X E I',

I(Aty, u) I = I(v, Au) I _< IIvIIYIiAllc(x,Y)Ilullx for u E X and v E Y,

so IIA`vllx < IiAllc(x,Y)IIvIIY* and hence IIA`Ilc(Y,x) < IiAllc(x.Y) Con-